jspurefix 1.1.2 → 1.4.1
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/.travis.yml +1 -1
- package/README.md +48 -2
- package/appveyor.yml +43 -11
- package/data/FIX44-MD.xml +6596 -0
- package/data/examples/FIX.4.4/jsfix.test_client.txt +15 -13
- package/data/session/test-qf44-acceptor.json +21 -0
- package/data/session/test-qf44-initiator.json +22 -0
- package/dist/buffer/ascii/ascii-encoder.d.ts +9 -2
- package/dist/buffer/ascii/ascii-encoder.js +72 -31
- package/dist/buffer/ascii/ascii-encoder.js.map +1 -1
- package/dist/buffer/ascii/ascii-parser.d.ts +1 -0
- package/dist/buffer/ascii/ascii-parser.js +7 -1
- package/dist/buffer/ascii/ascii-parser.js.map +1 -1
- package/dist/buffer/ascii/ascii-segment-parser.d.ts +0 -2
- package/dist/buffer/ascii/ascii-segment-parser.js +19 -25
- package/dist/buffer/ascii/ascii-segment-parser.js.map +1 -1
- package/dist/buffer/ascii/ascii-view.d.ts +2 -0
- package/dist/buffer/ascii/ascii-view.js +4 -0
- package/dist/buffer/ascii/ascii-view.js.map +1 -1
- package/dist/buffer/ascii/time-formatter.js.map +1 -1
- package/dist/buffer/ascii-chars.d.ts +1 -0
- package/dist/buffer/ascii-chars.js +1 -0
- package/dist/buffer/ascii-chars.js.map +1 -1
- package/dist/buffer/elastic-buffer.d.ts +1 -0
- package/dist/buffer/elastic-buffer.js +8 -0
- package/dist/buffer/elastic-buffer.js.map +1 -1
- package/dist/buffer/encode-proxy.js.map +1 -1
- package/dist/buffer/fixml/fixml-encoder.d.ts +3 -0
- package/dist/buffer/fixml/fixml-encoder.js +6 -0
- package/dist/buffer/fixml/fixml-encoder.js.map +1 -1
- package/dist/buffer/fixml/fixml-view.d.ts +2 -0
- package/dist/buffer/fixml/fixml-view.js +3 -0
- package/dist/buffer/fixml/fixml-view.js.map +1 -1
- package/dist/buffer/msg-encoder.d.ts +2 -0
- package/dist/buffer/msg-encoder.js.map +1 -1
- package/dist/buffer/msg-view.d.ts +2 -0
- package/dist/buffer/msg-view.js.map +1 -1
- package/dist/buffer/tags.js +5 -5
- package/dist/buffer/tags.js.map +1 -1
- package/dist/collections/dictionary.d.ts +1 -0
- package/dist/collections/dictionary.js +5 -0
- package/dist/collections/dictionary.js.map +1 -1
- package/dist/config/js-fix-config.d.ts +2 -0
- package/dist/config/js-fix-config.js +1 -0
- package/dist/config/js-fix-config.js.map +1 -1
- package/dist/dict-parser.js +2 -2
- package/dist/dict-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/field-set-parser.js +11 -4
- package/dist/dictionary/parser/quickfix/field-set-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/message-parser.js +4 -0
- package/dist/dictionary/parser/quickfix/message-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.d.ts +1 -0
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.js +15 -0
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.js.map +1 -1
- package/dist/jsfix-cmd.js +2 -1
- package/dist/jsfix-cmd.js.map +1 -1
- package/dist/sample/http/oms/app.js +2 -0
- package/dist/sample/http/oms/app.js.map +1 -1
- package/dist/sample/launcher.d.ts +3 -2
- package/dist/sample/launcher.js +12 -3
- package/dist/sample/launcher.js.map +1 -1
- package/dist/sample/tcp/{trade_capture → qf-md}/app.d.ts +0 -0
- package/dist/sample/tcp/qf-md/app.js +22 -0
- package/dist/sample/tcp/qf-md/app.js.map +1 -0
- package/dist/sample/tcp/qf-md/md-client.d.ts +15 -0
- package/dist/sample/tcp/qf-md/md-client.js +42 -0
- package/dist/sample/tcp/qf-md/md-client.js.map +1 -0
- package/dist/sample/tcp/qf-md/md-factory.d.ts +4 -0
- package/dist/sample/tcp/qf-md/md-factory.js +35 -0
- package/dist/sample/tcp/qf-md/md-factory.js.map +1 -0
- package/dist/sample/tcp/qf-md/md-server.d.ts +16 -0
- package/dist/sample/tcp/qf-md/md-server.js +44 -0
- package/dist/sample/tcp/qf-md/md-server.js.map +1 -0
- package/dist/sample/tcp/recovering-skeleton/app.d.ts +1 -0
- package/dist/sample/tcp/recovering-skeleton/app.js +27 -0
- package/dist/sample/tcp/recovering-skeleton/app.js.map +1 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-2.d.ts +2 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-2.js +3 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-2.js.map +1 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-acceptor.d.ts +7 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-acceptor.js +52 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-acceptor.js.map +1 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-client.d.ts +16 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-client.js +45 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-client.js.map +1 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-server.d.ts +16 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-server.js +52 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-server.js.map +1 -0
- package/dist/sample/tcp/skeleton/app.js +2 -0
- package/dist/sample/tcp/skeleton/app.js.map +1 -1
- package/dist/sample/tcp/skeleton/skeleton-session.d.ts +5 -1
- package/dist/sample/tcp/skeleton/skeleton-session.js +22 -3
- package/dist/sample/tcp/skeleton/skeleton-session.js.map +1 -1
- package/dist/sample/tcp/tls-trade-capture/app.js +1 -1
- package/dist/sample/tcp/tls-trade-capture/app.js.map +1 -1
- package/dist/sample/tcp/trade-capture/app.d.ts +1 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/app.js +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/app.js.map +1 -1
- package/dist/sample/tcp/{trade_capture → trade-capture}/index.d.ts +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/index.js +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/index.js.map +1 -1
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-capture-client.d.ts +1 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-capture-client.js +8 -4
- package/dist/sample/tcp/trade-capture/trade-capture-client.js.map +1 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-capture-server.d.ts +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-capture-server.js +1 -1
- package/dist/sample/tcp/trade-capture/trade-capture-server.js.map +1 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-factory.d.ts +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-factory.js +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-factory.js.map +1 -1
- package/dist/store/fix-msg-ascii-store-resend.d.ts +6 -2
- package/dist/store/fix-msg-ascii-store-resend.js +49 -22
- package/dist/store/fix-msg-ascii-store-resend.js.map +1 -1
- package/dist/store/fix-msg-memory-store.d.ts +11 -8
- package/dist/store/fix-msg-memory-store.js +108 -42
- package/dist/store/fix-msg-memory-store.js.map +1 -1
- package/dist/store/fix-msg-store-record.d.ts +7 -3
- package/dist/store/fix-msg-store-record.js +5 -1
- package/dist/store/fix-msg-store-record.js.map +1 -1
- package/dist/store/fix-msg-store.d.ts +13 -9
- package/dist/store/fix-msg-store.js.map +1 -1
- package/dist/test/ascii-encode.test.js +20 -3
- package/dist/test/ascii-encode.test.js.map +1 -1
- package/dist/test/ascii-encoder.test.d.ts +1 -0
- package/dist/test/ascii-encoder.test.js +505 -0
- package/dist/test/ascii-encoder.test.js.map +1 -0
- package/dist/test/ascii-parser.test.js +8 -6
- package/dist/test/ascii-parser.test.js.map +1 -1
- package/dist/test/ascii-segment.test.js +6 -5
- package/dist/test/ascii-segment.test.js.map +1 -1
- package/dist/test/ascii-store-replay.test.js +59 -44
- package/dist/test/ascii-store-replay.test.js.map +1 -1
- package/dist/test/logon.test.js +1 -1
- package/dist/test/logon.test.js.map +1 -1
- package/dist/test/memory-store.test.js +24 -19
- package/dist/test/memory-store.test.js.map +1 -1
- package/dist/test/qf-full-msg.test.js +19 -14
- package/dist/test/qf-full-msg.test.js.map +1 -1
- package/dist/test/repo-full-ascii-msg.test.js +17 -15
- package/dist/test/repo-full-ascii-msg.test.js.map +1 -1
- package/dist/test/repo-full-fixml-msg.test.js +14 -14
- package/dist/test/repo-full-fixml-msg.test.js.map +1 -1
- package/dist/test/session-state.test.js +2 -2
- package/dist/test/session-state.test.js.map +1 -1
- package/dist/test/session.test.js +263 -143
- package/dist/test/session.test.js.map +1 -1
- package/dist/test/view-decode.test.js +2 -1
- package/dist/test/view-decode.test.js.map +1 -1
- package/dist/transport/a-session-msg-factory.d.ts +23 -0
- package/dist/transport/a-session-msg-factory.js +58 -0
- package/dist/transport/a-session-msg-factory.js.map +1 -0
- package/dist/transport/ascii/ascii-msg-transmitter.d.ts +1 -0
- package/dist/transport/ascii/ascii-msg-transmitter.js +39 -8
- package/dist/transport/ascii/ascii-msg-transmitter.js.map +1 -1
- package/dist/transport/ascii/ascii-session-msg-factory.d.ts +16 -0
- package/dist/transport/ascii/ascii-session-msg-factory.js +47 -0
- package/dist/transport/ascii/ascii-session-msg-factory.js.map +1 -0
- package/dist/transport/ascii/ascii-session.d.ts +10 -2
- package/dist/transport/ascii/ascii-session.js +86 -31
- package/dist/transport/ascii/ascii-session.js.map +1 -1
- package/dist/transport/ascii/index.d.ts +1 -0
- package/dist/transport/ascii/index.js +1 -0
- package/dist/transport/ascii/index.js.map +1 -1
- package/dist/transport/ascii-session-msg-factory.d.ts +16 -0
- package/dist/transport/ascii-session-msg-factory.js +47 -0
- package/dist/transport/ascii-session-msg-factory.js.map +1 -0
- package/dist/transport/duplex/http-duplex.js +2 -2
- package/dist/transport/duplex/http-duplex.js.map +1 -1
- package/dist/transport/fix-msg-factory.d.ts +1 -1
- package/dist/transport/fix-msg-factory.js.map +1 -1
- package/dist/transport/fix-session-state.d.ts +38 -12
- package/dist/transport/fix-session-state.js +49 -15
- package/dist/transport/fix-session-state.js.map +1 -1
- package/dist/transport/fix-session.d.ts +13 -6
- package/dist/transport/fix-session.js +143 -39
- package/dist/transport/fix-session.js.map +1 -1
- package/dist/transport/fixml/fixml-session-msg-factory.d.ts +13 -0
- package/dist/transport/fixml/fixml-session-msg-factory.js +68 -0
- package/dist/transport/fixml/fixml-session-msg-factory.js.map +1 -0
- package/dist/transport/fixml/fixml-session.js +1 -1
- package/dist/transport/fixml/fixml-session.js.map +1 -1
- package/dist/transport/fixml/index.d.ts +2 -1
- package/dist/transport/fixml/index.js +2 -1
- package/dist/transport/fixml/index.js.map +1 -1
- package/dist/transport/fixml-session-msg-factory.d.ts +13 -0
- package/dist/transport/fixml-session-msg-factory.js +68 -0
- package/dist/transport/fixml-session-msg-factory.js.map +1 -0
- package/dist/transport/http/http-acceptor.js +8 -7
- package/dist/transport/http/http-acceptor.js.map +1 -1
- package/dist/transport/index.d.ts +1 -1
- package/dist/transport/index.js +1 -1
- package/dist/transport/index.js.map +1 -1
- package/dist/transport/msg-transmitter.js +4 -3
- package/dist/transport/msg-transmitter.js.map +1 -1
- package/dist/transport/msg-transport.js +3 -2
- package/dist/transport/msg-transport.js.map +1 -1
- package/dist/transport/session-description.d.ts +1 -1
- package/dist/transport/session-description.js.map +1 -1
- package/dist/transport/session-msg-factory.d.ts +2 -2
- package/dist/transport/session-msg-factory.js +2 -2
- package/dist/transport/session-msg-factory.js.map +1 -1
- package/dist/transport/tcp/acceptor.js +5 -3
- package/dist/transport/tcp/acceptor.js.map +1 -1
- package/dist/transport/tcp/index.d.ts +1 -0
- package/dist/transport/tcp/index.js +1 -0
- package/dist/transport/tcp/index.js.map +1 -1
- package/dist/transport/tcp/initiator.js +1 -0
- package/dist/transport/tcp/initiator.js.map +1 -1
- package/dist/transport/tcp/recovering-initiator.d.ts +17 -0
- package/dist/transport/tcp/recovering-initiator.js +30 -0
- package/dist/transport/tcp/recovering-initiator.js.map +1 -0
- package/dist/transport/tcp/recovering-tcp-initiator.d.ts +28 -0
- package/dist/transport/tcp/recovering-tcp-initiator.js +120 -0
- package/dist/transport/tcp/recovering-tcp-initiator.js.map +1 -0
- package/dist/transport/tcp/tcp-acceptor.d.ts +7 -0
- package/dist/transport/tcp/tcp-acceptor.js +43 -11
- package/dist/transport/tcp/tcp-acceptor.js.map +1 -1
- package/dist/transport/tcp/tcp-initiator.d.ts +4 -0
- package/dist/transport/tcp/tcp-initiator.js +72 -35
- package/dist/transport/tcp/tcp-initiator.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/advertisement.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/advertisement.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/allocation_instruction.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/allocation_instruction.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/allocation_instruction_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/allocation_instruction_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/allocation_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/allocation_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/allocation_report_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/allocation_report_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/assignment_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/assignment_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/bid_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/bid_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/bid_response.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/bid_response.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/business_message_reject.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/business_message_reject.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_assignment.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_assignment.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_inquiry.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_inquiry.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_inquiry_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_inquiry_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_response.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_response.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/confirmation.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/confirmation.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/confirmation_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/confirmation_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/confirmation_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/confirmation_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/cross_order_cancel_replace_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/cross_order_cancel_replace_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/cross_order_cancel_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/cross_order_cancel_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/derivative_security_list.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/derivative_security_list.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/derivative_security_list_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/derivative_security_list_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/dont_know_trade.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/dont_know_trade.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/email.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/email.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/execution_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/execution_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/heartbeat.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/heartbeat.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/index.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/index.js +4 -0
- package/dist/types/FIX4.4/quickfix/index.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/ioi.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/ioi.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/list_cancel_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/list_cancel_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/list_execute.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/list_execute.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/list_status.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/list_status.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/list_status_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/list_status_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/list_strike_price.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/list_strike_price.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/logon.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/logon.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/logout.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/logout.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/market_data_incremental_refresh.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/market_data_incremental_refresh.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/market_data_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/market_data_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/market_data_request_reject.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/market_data_request_reject.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/market_data_snapshot_full_refresh.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/market_data_snapshot_full_refresh.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/mass_quote.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/mass_quote.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/mass_quote_acknowledgement.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/mass_quote_acknowledgement.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/multileg_order_cancel_replace.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/multileg_order_cancel_replace.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/network_counterparty_system_status_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/network_counterparty_system_status_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/network_counterparty_system_status_response.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/network_counterparty_system_status_response.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/new_order_cross.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/new_order_cross.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/new_order_list.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/new_order_list.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/new_order_multileg.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/new_order_multileg.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/new_order_single.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/new_order_single.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/news.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/news.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/order_cancel_reject.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/order_cancel_reject.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/order_cancel_replace_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/order_cancel_replace_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/order_cancel_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/order_cancel_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/order_mass_cancel_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/order_mass_cancel_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/order_mass_cancel_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/order_mass_cancel_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/order_mass_status_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/order_mass_status_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/order_status_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/order_status_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/position_maintenance_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/position_maintenance_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/position_maintenance_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/position_maintenance_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/position_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/position_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/quote.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/quote.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/quote_cancel.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/quote_cancel.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/quote_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/quote_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/quote_request_reject.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/quote_request_reject.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/quote_response.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/quote_response.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/quote_status_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/quote_status_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/quote_status_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/quote_status_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/registration_instructions.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/registration_instructions.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/registration_instructions_response.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/registration_instructions_response.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/reject.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/reject.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/request_for_positions.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/request_for_positions.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/request_for_positions_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/request_for_positions_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/resend_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/resend_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/rfq_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/rfq_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/security_definition.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/security_definition.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/security_definition_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/security_definition_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/security_list.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/security_list.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/security_list_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/security_list_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/security_status.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/security_status.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/security_status_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/security_status_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/security_type_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/security_type_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/security_types.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/security_types.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/sequence_reset.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/sequence_reset.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/set/header.d.ts +31 -0
- package/dist/types/FIX4.4/quickfix/set/header.js +3 -0
- package/dist/types/FIX4.4/quickfix/set/header.js.map +1 -0
- package/dist/types/FIX4.4/quickfix/set/hop.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/set/hop.js +3 -0
- package/dist/types/FIX4.4/quickfix/set/hop.js.map +1 -0
- package/dist/types/FIX4.4/quickfix/set/hop_no_hops.d.ts +5 -0
- package/dist/types/FIX4.4/quickfix/set/hop_no_hops.js +3 -0
- package/dist/types/FIX4.4/quickfix/set/hop_no_hops.js.map +1 -0
- package/dist/types/FIX4.4/quickfix/set/standard_header.d.ts +31 -0
- package/dist/types/FIX4.4/quickfix/set/standard_header.js +3 -0
- package/dist/types/FIX4.4/quickfix/set/standard_header.js.map +1 -0
- package/dist/types/FIX4.4/quickfix/set/standard_trailer.d.ts +6 -0
- package/dist/types/FIX4.4/quickfix/set/standard_trailer.js +3 -0
- package/dist/types/FIX4.4/quickfix/set/standard_trailer.js.map +1 -0
- package/dist/types/FIX4.4/quickfix/set/trailer.d.ts +6 -0
- package/dist/types/FIX4.4/quickfix/set/trailer.js +3 -0
- package/dist/types/FIX4.4/quickfix/set/trailer.js.map +1 -0
- package/dist/types/FIX4.4/quickfix/settlement_instruction_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/settlement_instruction_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/settlement_instructions.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/settlement_instructions.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/test_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/test_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/trade_capture_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/trade_capture_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/trade_capture_report_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/trade_capture_report_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/trade_capture_report_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/trade_capture_report_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/trade_capture_report_request_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/trade_capture_report_request_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/trading_session_status.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/trading_session_status.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/trading_session_status_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/trading_session_status_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/user_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/user_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/user_response.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/user_response.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/xm_lnon_fix.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/xm_lnon_fix.js.map +1 -1
- package/dist/types/FIX4.4/repo/enum/all-enum.js.map +1 -1
- package/package.json +25 -21
- package/script/build.sh +1 -0
- package/src/buffer/ascii/ascii-encoder.ts +110 -33
- package/src/buffer/ascii/ascii-parser.ts +8 -1
- package/src/buffer/ascii/ascii-segment-parser.ts +44 -38
- package/src/buffer/ascii/ascii-view.ts +5 -0
- package/src/buffer/ascii/time-formatter.ts +2 -2
- package/src/buffer/ascii-chars.ts +1 -0
- package/src/buffer/elastic-buffer.ts +9 -0
- package/src/buffer/encode-proxy.ts +2 -2
- package/src/buffer/fixml/fixml-encoder.ts +8 -0
- package/src/buffer/fixml/fixml-view.ts +5 -0
- package/src/buffer/msg-encoder.ts +2 -0
- package/src/buffer/msg-view.ts +3 -0
- package/src/buffer/tags.ts +1 -1
- package/src/collections/dictionary.ts +6 -0
- package/src/config/js-fix-config.ts +2 -0
- package/src/dictionary/parser/quickfix/field-set-parser.ts +11 -4
- package/src/dictionary/parser/quickfix/message-parser.ts +4 -0
- package/src/dictionary/parser/quickfix/quick-fix-xml-file-parser.ts +16 -0
- package/src/jsfix-cmd.ts +2 -1
- package/src/sample/http/oms/app.ts +2 -0
- package/src/sample/launcher.ts +17 -7
- package/src/sample/tcp/qf-md/app.ts +26 -0
- package/src/sample/tcp/qf-md/md-client.ts +51 -0
- package/src/sample/tcp/qf-md/md-factory.ts +34 -0
- package/src/sample/tcp/qf-md/md-server.ts +56 -0
- package/src/sample/tcp/recovering-skeleton/app.ts +33 -0
- package/src/sample/tcp/recovering-skeleton/respawn-acceptor.ts +41 -0
- package/src/sample/tcp/recovering-skeleton/skeleton-client.ts +54 -0
- package/src/sample/tcp/recovering-skeleton/skeleton-server.ts +60 -0
- package/src/sample/tcp/skeleton/app.ts +2 -0
- package/src/sample/tcp/skeleton/skeleton-session.ts +26 -4
- package/src/sample/tcp/tls-trade-capture/app.ts +1 -1
- package/src/sample/tcp/{trade_capture → trade-capture}/app.ts +0 -0
- package/src/sample/tcp/{trade_capture → trade-capture}/index.ts +0 -0
- package/src/sample/tcp/{trade_capture → trade-capture}/trade-capture-client.ts +10 -5
- package/src/sample/tcp/{trade_capture → trade-capture}/trade-capture-server.ts +2 -2
- package/src/sample/tcp/{trade_capture → trade-capture}/trade-factory.ts +0 -0
- package/src/store/fix-msg-ascii-store-resend.ts +87 -0
- package/src/store/fix-msg-memory-store.ts +171 -0
- package/src/store/fix-msg-store-record.ts +23 -0
- package/src/store/fix-msg-store.ts +23 -0
- package/src/store/index.ts +4 -0
- package/src/transport/a-session-msg-factory.ts +81 -0
- package/src/transport/ascii/ascii-msg-transmitter.ts +32 -11
- package/src/transport/ascii/ascii-session-msg-factory.ts +62 -0
- package/src/transport/ascii/ascii-session.ts +100 -36
- package/src/transport/ascii/index.ts +1 -0
- package/src/transport/duplex/http-duplex.ts +2 -2
- package/src/transport/fix-msg-factory.ts +1 -1
- package/src/transport/fix-session-state.ts +67 -15
- package/src/transport/fix-session.ts +156 -43
- package/src/transport/fixml/fixml-session-msg-factory.ts +76 -0
- package/src/transport/fixml/fixml-session.ts +1 -1
- package/src/transport/fixml/index.ts +2 -1
- package/src/transport/http/http-acceptor.ts +7 -6
- package/src/transport/index.ts +1 -1
- package/src/transport/msg-transmitter.ts +4 -3
- package/src/transport/msg-transport.ts +3 -2
- package/src/transport/session-description.ts +1 -1
- package/src/transport/tcp/acceptor.ts +5 -3
- package/src/transport/tcp/index.ts +1 -0
- package/src/transport/tcp/initiator.ts +1 -0
- package/src/transport/tcp/recovering-tcp-initiator.ts +149 -0
- package/src/transport/tcp/tcp-acceptor.ts +46 -11
- package/src/transport/tcp/tcp-initiator.ts +77 -40
- package/src/types/FIX4.4/quickfix/advertisement.ts +4 -0
- package/src/types/FIX4.4/quickfix/allocation_instruction.ts +4 -0
- package/src/types/FIX4.4/quickfix/allocation_instruction_ack.ts +4 -0
- package/src/types/FIX4.4/quickfix/allocation_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/allocation_report_ack.ts +4 -0
- package/src/types/FIX4.4/quickfix/assignment_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/bid_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/bid_response.ts +4 -0
- package/src/types/FIX4.4/quickfix/business_message_reject.ts +5 -0
- package/src/types/FIX4.4/quickfix/collateral_assignment.ts +4 -0
- package/src/types/FIX4.4/quickfix/collateral_inquiry.ts +4 -0
- package/src/types/FIX4.4/quickfix/collateral_inquiry_ack.ts +4 -0
- package/src/types/FIX4.4/quickfix/collateral_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/collateral_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/collateral_response.ts +4 -0
- package/src/types/FIX4.4/quickfix/confirmation.ts +4 -0
- package/src/types/FIX4.4/quickfix/confirmation_ack.ts +5 -0
- package/src/types/FIX4.4/quickfix/confirmation_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/cross_order_cancel_replace_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/cross_order_cancel_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/derivative_security_list.ts +4 -0
- package/src/types/FIX4.4/quickfix/derivative_security_list_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/dont_know_trade.ts +4 -0
- package/src/types/FIX4.4/quickfix/email.ts +4 -0
- package/src/types/FIX4.4/quickfix/execution_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/heartbeat.ts +5 -0
- package/src/types/FIX4.4/quickfix/index.ts +4 -0
- package/src/types/FIX4.4/quickfix/ioi.ts +4 -0
- package/src/types/FIX4.4/quickfix/list_cancel_request.ts +5 -0
- package/src/types/FIX4.4/quickfix/list_execute.ts +6 -1
- package/src/types/FIX4.4/quickfix/list_status.ts +4 -0
- package/src/types/FIX4.4/quickfix/list_status_request.ts +5 -0
- package/src/types/FIX4.4/quickfix/list_strike_price.ts +4 -0
- package/src/types/FIX4.4/quickfix/logon.ts +4 -0
- package/src/types/FIX4.4/quickfix/logout.ts +6 -1
- package/src/types/FIX4.4/quickfix/market_data_incremental_refresh.ts +4 -0
- package/src/types/FIX4.4/quickfix/market_data_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/market_data_request_reject.ts +4 -0
- package/src/types/FIX4.4/quickfix/market_data_snapshot_full_refresh.ts +4 -0
- package/src/types/FIX4.4/quickfix/mass_quote.ts +4 -0
- package/src/types/FIX4.4/quickfix/mass_quote_acknowledgement.ts +4 -0
- package/src/types/FIX4.4/quickfix/multileg_order_cancel_replace.ts +4 -0
- package/src/types/FIX4.4/quickfix/network_counterparty_system_status_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/network_counterparty_system_status_response.ts +4 -0
- package/src/types/FIX4.4/quickfix/new_order_cross.ts +4 -0
- package/src/types/FIX4.4/quickfix/new_order_list.ts +4 -0
- package/src/types/FIX4.4/quickfix/new_order_multileg.ts +4 -0
- package/src/types/FIX4.4/quickfix/new_order_single.ts +4 -0
- package/src/types/FIX4.4/quickfix/news.ts +4 -0
- package/src/types/FIX4.4/quickfix/order_cancel_reject.ts +5 -0
- package/src/types/FIX4.4/quickfix/order_cancel_replace_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/order_cancel_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/order_mass_cancel_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/order_mass_cancel_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/order_mass_status_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/order_status_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/position_maintenance_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/position_maintenance_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/position_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/quote.ts +4 -0
- package/src/types/FIX4.4/quickfix/quote_cancel.ts +4 -0
- package/src/types/FIX4.4/quickfix/quote_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/quote_request_reject.ts +4 -0
- package/src/types/FIX4.4/quickfix/quote_response.ts +4 -0
- package/src/types/FIX4.4/quickfix/quote_status_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/quote_status_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/registration_instructions.ts +4 -0
- package/src/types/FIX4.4/quickfix/registration_instructions_response.ts +4 -0
- package/src/types/FIX4.4/quickfix/reject.ts +6 -1
- package/src/types/FIX4.4/quickfix/request_for_positions.ts +4 -0
- package/src/types/FIX4.4/quickfix/request_for_positions_ack.ts +4 -0
- package/src/types/FIX4.4/quickfix/resend_request.ts +5 -0
- package/src/types/FIX4.4/quickfix/rfq_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/security_definition.ts +4 -0
- package/src/types/FIX4.4/quickfix/security_definition_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/security_list.ts +4 -0
- package/src/types/FIX4.4/quickfix/security_list_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/security_status.ts +4 -0
- package/src/types/FIX4.4/quickfix/security_status_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/security_type_request.ts +5 -0
- package/src/types/FIX4.4/quickfix/security_types.ts +4 -0
- package/src/types/FIX4.4/quickfix/sequence_reset.ts +5 -0
- package/src/types/FIX4.4/quickfix/set/hop.ts +5 -0
- package/src/types/FIX4.4/quickfix/set/hop_no_hops.ts +5 -0
- package/src/types/FIX4.4/quickfix/set/standard_header.ts +31 -0
- package/src/types/FIX4.4/quickfix/set/standard_trailer.ts +5 -0
- package/src/types/FIX4.4/quickfix/settlement_instruction_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/settlement_instructions.ts +4 -0
- package/src/types/FIX4.4/quickfix/test_request.ts +5 -0
- package/src/types/FIX4.4/quickfix/trade_capture_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/trade_capture_report_ack.ts +4 -0
- package/src/types/FIX4.4/quickfix/trade_capture_report_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/trade_capture_report_request_ack.ts +4 -0
- package/src/types/FIX4.4/quickfix/trading_session_status.ts +5 -0
- package/src/types/FIX4.4/quickfix/trading_session_status_request.ts +5 -0
- package/src/types/FIX4.4/quickfix/user_request.ts +5 -0
- package/src/types/FIX4.4/quickfix/user_response.ts +5 -0
- package/src/types/FIX4.4/quickfix/xm_lnon_fix.ts +5 -0
- package/src/types/FIX4.4/repo/enum/all-enum.ts +0 -1
- package/dist/sample/tcp/tls-trade-capture/jsfix.test_client.txt +0 -77
- package/dist/sample/tcp/tls-trade-capture/jsfix.test_server.txt +0 -77
- package/dist/sample/tcp/trade_capture/jsfix.test_client.txt +0 -75
- package/dist/sample/tcp/trade_capture/jsfix.test_server.txt +0 -75
- package/dist/sample/tcp/trade_capture/trade-capture-client.js.map +0 -1
- package/dist/sample/tcp/trade_capture/trade-capture-server.js.map +0 -1
- package/src/transport/session-msg-factory.ts +0 -195
- package/src/transport/tcp/resilient-initiator.ts +0 -35
|
@@ -1,9 +1,13 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header';
|
|
1
2
|
import { IInstrmtStrkPxGrp } from './set/instrmt_strk_px_grp';
|
|
2
3
|
import { IUndInstrmtStrkPxGrp } from './set/und_instrmt_strk_px_grp';
|
|
4
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
3
5
|
export interface IListStrikePrice {
|
|
6
|
+
StandardHeader: IStandardHeader;
|
|
4
7
|
ListID: string;
|
|
5
8
|
TotNoStrikes: number;
|
|
6
9
|
LastFragment?: boolean;
|
|
7
10
|
InstrmtStrkPxGrp?: IInstrmtStrkPxGrp;
|
|
8
11
|
UndInstrmtStrkPxGrp?: IUndInstrmtStrkPxGrp;
|
|
12
|
+
StandardTrailer: IStandardTrailer;
|
|
9
13
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"list_strike_price.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/list_strike_price.ts"],"names":[],"mappings":"","sourcesContent":["import { IInstrmtStrkPxGrp } from './set/instrmt_strk_px_grp'\r\nimport { IUndInstrmtStrkPxGrp } from './set/und_instrmt_strk_px_grp'\r\n\r\nexport interface IListStrikePrice {\r\n ListID: string// 66\r\n TotNoStrikes: number// 422\r\n LastFragment?: boolean// 893\r\n InstrmtStrkPxGrp?: IInstrmtStrkPxGrp\r\n UndInstrmtStrkPxGrp?: IUndInstrmtStrkPxGrp\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"list_strike_price.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/list_strike_price.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IInstrmtStrkPxGrp } from './set/instrmt_strk_px_grp'\r\nimport { IUndInstrmtStrkPxGrp } from './set/und_instrmt_strk_px_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IListStrikePrice {\r\n StandardHeader: IStandardHeader\r\n ListID: string// 66\r\n TotNoStrikes: number// 422\r\n LastFragment?: boolean// 893\r\n InstrmtStrkPxGrp?: IInstrmtStrkPxGrp\r\n UndInstrmtStrkPxGrp?: IUndInstrmtStrkPxGrp\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,6 +1,9 @@
|
|
|
1
1
|
/// <reference types="node" />
|
|
2
|
+
import { IStandardHeader } from './set/standard_header';
|
|
2
3
|
import { ILogonNoMsgTypes } from './set/logon_no_msg_types';
|
|
4
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
3
5
|
export interface ILogon {
|
|
6
|
+
StandardHeader: IStandardHeader;
|
|
4
7
|
EncryptMethod: number;
|
|
5
8
|
HeartBtInt: number;
|
|
6
9
|
RawDataLength?: number;
|
|
@@ -12,4 +15,5 @@ export interface ILogon {
|
|
|
12
15
|
TestMessageIndicator?: boolean;
|
|
13
16
|
Username?: string;
|
|
14
17
|
Password?: string;
|
|
18
|
+
StandardTrailer: IStandardTrailer;
|
|
15
19
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"logon.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/logon.ts"],"names":[],"mappings":"","sourcesContent":["import { ILogonNoMsgTypes } from './set/logon_no_msg_types'\r\n\r\nexport interface ILogon {\r\n EncryptMethod: number// 98\r\n HeartBtInt: number// 108\r\n RawDataLength?: number// 95\r\n RawData?: Buffer// 96\r\n ResetSeqNumFlag?: boolean// 141\r\n NextExpectedMsgSeqNum?: number// 789\r\n MaxMessageSize?: number// 383\r\n NoMsgTypes?: ILogonNoMsgTypes[]\r\n TestMessageIndicator?: boolean// 464\r\n Username?: string// 553\r\n Password?: string// 554\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"logon.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/logon.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { ILogonNoMsgTypes } from './set/logon_no_msg_types'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface ILogon {\r\n StandardHeader: IStandardHeader\r\n EncryptMethod: number// 98\r\n HeartBtInt: number// 108\r\n RawDataLength?: number// 95\r\n RawData?: Buffer// 96\r\n ResetSeqNumFlag?: boolean// 141\r\n NextExpectedMsgSeqNum?: number// 789\r\n MaxMessageSize?: number// 383\r\n NoMsgTypes?: ILogonNoMsgTypes[]\r\n TestMessageIndicator?: boolean// 464\r\n Username?: string// 553\r\n Password?: string// 554\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,6 +1,10 @@
|
|
|
1
1
|
/// <reference types="node" />
|
|
2
|
+
import { IStandardHeader } from './set/standard_header';
|
|
3
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
2
4
|
export interface ILogout {
|
|
5
|
+
StandardHeader: IStandardHeader;
|
|
3
6
|
Text?: string;
|
|
4
7
|
EncodedTextLen?: number;
|
|
5
8
|
EncodedText?: Buffer;
|
|
9
|
+
StandardTrailer: IStandardTrailer;
|
|
6
10
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"logout.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/logout.ts"],"names":[],"mappings":"","sourcesContent":["
|
|
1
|
+
{"version":3,"file":"logout.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/logout.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface ILogout {\r\n StandardHeader: IStandardHeader\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,7 +1,11 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header';
|
|
1
2
|
import { IMDIncGrp } from './set/md_inc_grp';
|
|
3
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
2
4
|
export interface IMarketDataIncrementalRefresh {
|
|
5
|
+
StandardHeader: IStandardHeader;
|
|
3
6
|
MDReqID?: string;
|
|
4
7
|
MDIncGrp?: IMDIncGrp;
|
|
5
8
|
ApplQueueDepth?: number;
|
|
6
9
|
ApplQueueResolution?: number;
|
|
10
|
+
StandardTrailer: IStandardTrailer;
|
|
7
11
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"market_data_incremental_refresh.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/market_data_incremental_refresh.ts"],"names":[],"mappings":"","sourcesContent":["import { IMDIncGrp } from './set/md_inc_grp'\r\n\r\nexport interface IMarketDataIncrementalRefresh {\r\n MDReqID?: string// 262\r\n MDIncGrp?: IMDIncGrp\r\n ApplQueueDepth?: number// 813\r\n ApplQueueResolution?: number// 814\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"market_data_incremental_refresh.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/market_data_incremental_refresh.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IMDIncGrp } from './set/md_inc_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IMarketDataIncrementalRefresh {\r\n StandardHeader: IStandardHeader\r\n MDReqID?: string// 262\r\n MDIncGrp?: IMDIncGrp\r\n ApplQueueDepth?: number// 813\r\n ApplQueueResolution?: number// 814\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,7 +1,10 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header';
|
|
1
2
|
import { IMDReqGrp } from './set/md_req_grp';
|
|
2
3
|
import { IInstrmtMDReqGrp } from './set/instrmt_md_req_grp';
|
|
3
4
|
import { ITrdgSesGrp } from './set/trdg_ses_grp';
|
|
5
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
4
6
|
export interface IMarketDataRequest {
|
|
7
|
+
StandardHeader: IStandardHeader;
|
|
5
8
|
MDReqID: string;
|
|
6
9
|
SubscriptionRequestType: string;
|
|
7
10
|
MarketDepth: number;
|
|
@@ -15,4 +18,5 @@ export interface IMarketDataRequest {
|
|
|
15
18
|
TrdgSesGrp?: ITrdgSesGrp;
|
|
16
19
|
ApplQueueAction?: number;
|
|
17
20
|
ApplQueueMax?: number;
|
|
21
|
+
StandardTrailer: IStandardTrailer;
|
|
18
22
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"market_data_request.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/market_data_request.ts"],"names":[],"mappings":"","sourcesContent":["import { IMDReqGrp } from './set/md_req_grp'\r\nimport { IInstrmtMDReqGrp } from './set/instrmt_md_req_grp'\r\nimport { ITrdgSesGrp } from './set/trdg_ses_grp'\r\n\r\nexport interface IMarketDataRequest {\r\n MDReqID: string// 262\r\n SubscriptionRequestType: string// 263\r\n MarketDepth: number// 264\r\n MDUpdateType?: number// 265\r\n AggregatedBook?: boolean// 266\r\n OpenCloseSettlFlag?: string// 286\r\n Scope?: string// 546\r\n MDImplicitDelete?: boolean// 547\r\n MDReqGrp?: IMDReqGrp\r\n InstrmtMDReqGrp?: IInstrmtMDReqGrp\r\n TrdgSesGrp?: ITrdgSesGrp\r\n ApplQueueAction?: number// 815\r\n ApplQueueMax?: number// 812\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"market_data_request.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/market_data_request.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IMDReqGrp } from './set/md_req_grp'\r\nimport { IInstrmtMDReqGrp } from './set/instrmt_md_req_grp'\r\nimport { ITrdgSesGrp } from './set/trdg_ses_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IMarketDataRequest {\r\n StandardHeader: IStandardHeader\r\n MDReqID: string// 262\r\n SubscriptionRequestType: string// 263\r\n MarketDepth: number// 264\r\n MDUpdateType?: number// 265\r\n AggregatedBook?: boolean// 266\r\n OpenCloseSettlFlag?: string// 286\r\n Scope?: string// 546\r\n MDImplicitDelete?: boolean// 547\r\n MDReqGrp?: IMDReqGrp\r\n InstrmtMDReqGrp?: IInstrmtMDReqGrp\r\n TrdgSesGrp?: ITrdgSesGrp\r\n ApplQueueAction?: number// 815\r\n ApplQueueMax?: number// 812\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,10 +1,14 @@
|
|
|
1
1
|
/// <reference types="node" />
|
|
2
|
+
import { IStandardHeader } from './set/standard_header';
|
|
2
3
|
import { IMDRjctGrp } from './set/md_rjct_grp';
|
|
4
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
3
5
|
export interface IMarketDataRequestReject {
|
|
6
|
+
StandardHeader: IStandardHeader;
|
|
4
7
|
MDReqID: string;
|
|
5
8
|
MDReqRejReason?: string;
|
|
6
9
|
MDRjctGrp?: IMDRjctGrp;
|
|
7
10
|
Text?: string;
|
|
8
11
|
EncodedTextLen?: number;
|
|
9
12
|
EncodedText?: Buffer;
|
|
13
|
+
StandardTrailer: IStandardTrailer;
|
|
10
14
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"market_data_request_reject.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/market_data_request_reject.ts"],"names":[],"mappings":"","sourcesContent":["import { IMDRjctGrp } from './set/md_rjct_grp'\r\n\r\nexport interface IMarketDataRequestReject {\r\n MDReqID: string// 262\r\n MDReqRejReason?: string// 281\r\n MDRjctGrp?: IMDRjctGrp\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"market_data_request_reject.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/market_data_request_reject.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IMDRjctGrp } from './set/md_rjct_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IMarketDataRequestReject {\r\n StandardHeader: IStandardHeader\r\n MDReqID: string// 262\r\n MDReqRejReason?: string// 281\r\n MDRjctGrp?: IMDRjctGrp\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,8 +1,11 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header';
|
|
1
2
|
import { IInstrument } from './set/instrument';
|
|
2
3
|
import { IUndInstrmtGrp } from './set/und_instrmt_grp';
|
|
3
4
|
import { IInstrmtLegGrp } from './set/instrmt_leg_grp';
|
|
4
5
|
import { IMDFullGrp } from './set/md_full_grp';
|
|
6
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
5
7
|
export interface IMarketDataSnapshotFullRefresh {
|
|
8
|
+
StandardHeader: IStandardHeader;
|
|
6
9
|
MDReqID?: string;
|
|
7
10
|
Instrument?: IInstrument;
|
|
8
11
|
UndInstrmtGrp?: IUndInstrmtGrp;
|
|
@@ -13,4 +16,5 @@ export interface IMarketDataSnapshotFullRefresh {
|
|
|
13
16
|
MDFullGrp?: IMDFullGrp;
|
|
14
17
|
ApplQueueDepth?: number;
|
|
15
18
|
ApplQueueResolution?: number;
|
|
19
|
+
StandardTrailer: IStandardTrailer;
|
|
16
20
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"market_data_snapshot_full_refresh.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/market_data_snapshot_full_refresh.ts"],"names":[],"mappings":"","sourcesContent":["import { IInstrument } from './set/instrument'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IMDFullGrp } from './set/md_full_grp'\r\n\r\nexport interface IMarketDataSnapshotFullRefresh {\r\n MDReqID?: string// 262\r\n Instrument?: IInstrument\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n FinancialStatus?: string// 291\r\n CorporateAction?: string// 292\r\n NetChgPrevDay?: number// 451\r\n MDFullGrp?: IMDFullGrp\r\n ApplQueueDepth?: number// 813\r\n ApplQueueResolution?: number// 814\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"market_data_snapshot_full_refresh.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/market_data_snapshot_full_refresh.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IMDFullGrp } from './set/md_full_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IMarketDataSnapshotFullRefresh {\r\n StandardHeader: IStandardHeader\r\n MDReqID?: string// 262\r\n Instrument?: IInstrument\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n FinancialStatus?: string// 291\r\n CorporateAction?: string// 292\r\n NetChgPrevDay?: number// 451\r\n MDFullGrp?: IMDFullGrp\r\n ApplQueueDepth?: number// 813\r\n ApplQueueResolution?: number// 814\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,6 +1,9 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header';
|
|
1
2
|
import { IParties } from './set/parties';
|
|
2
3
|
import { IQuotSetGrp } from './set/quot_set_grp';
|
|
4
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
3
5
|
export interface IMassQuote {
|
|
6
|
+
StandardHeader: IStandardHeader;
|
|
4
7
|
QuoteReqID?: string;
|
|
5
8
|
QuoteID: string;
|
|
6
9
|
QuoteType?: number;
|
|
@@ -12,4 +15,5 @@ export interface IMassQuote {
|
|
|
12
15
|
DefBidSize?: number;
|
|
13
16
|
DefOfferSize?: number;
|
|
14
17
|
QuotSetGrp?: IQuotSetGrp;
|
|
18
|
+
StandardTrailer: IStandardTrailer;
|
|
15
19
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"mass_quote.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/mass_quote.ts"],"names":[],"mappings":"","sourcesContent":["import { IParties } from './set/parties'\r\nimport { IQuotSetGrp } from './set/quot_set_grp'\r\n\r\nexport interface IMassQuote {\r\n QuoteReqID?: string// 131\r\n QuoteID: string// 117\r\n QuoteType?: number// 537\r\n QuoteResponseLevel?: number// 301\r\n Parties?: IParties\r\n Account?: string// 1\r\n AcctIDSource?: number// 660\r\n AccountType?: number// 581\r\n DefBidSize?: number// 293\r\n DefOfferSize?: number// 294\r\n QuotSetGrp?: IQuotSetGrp\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"mass_quote.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/mass_quote.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IParties } from './set/parties'\r\nimport { IQuotSetGrp } from './set/quot_set_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IMassQuote {\r\n StandardHeader: IStandardHeader\r\n QuoteReqID?: string// 131\r\n QuoteID: string// 117\r\n QuoteType?: number// 537\r\n QuoteResponseLevel?: number// 301\r\n Parties?: IParties\r\n Account?: string// 1\r\n AcctIDSource?: number// 660\r\n AccountType?: number// 581\r\n DefBidSize?: number// 293\r\n DefOfferSize?: number// 294\r\n QuotSetGrp?: IQuotSetGrp\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,7 +1,10 @@
|
|
|
1
1
|
/// <reference types="node" />
|
|
2
|
+
import { IStandardHeader } from './set/standard_header';
|
|
2
3
|
import { IParties } from './set/parties';
|
|
3
4
|
import { IQuotSetAckGrp } from './set/quot_set_ack_grp';
|
|
5
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
4
6
|
export interface IMassQuoteAcknowledgement {
|
|
7
|
+
StandardHeader: IStandardHeader;
|
|
5
8
|
QuoteReqID?: string;
|
|
6
9
|
QuoteID?: string;
|
|
7
10
|
QuoteStatus: number;
|
|
@@ -16,4 +19,5 @@ export interface IMassQuoteAcknowledgement {
|
|
|
16
19
|
EncodedTextLen?: number;
|
|
17
20
|
EncodedText?: Buffer;
|
|
18
21
|
QuotSetAckGrp?: IQuotSetAckGrp;
|
|
22
|
+
StandardTrailer: IStandardTrailer;
|
|
19
23
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"mass_quote_acknowledgement.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/mass_quote_acknowledgement.ts"],"names":[],"mappings":"","sourcesContent":["import { IParties } from './set/parties'\r\nimport { IQuotSetAckGrp } from './set/quot_set_ack_grp'\r\n\r\nexport interface IMassQuoteAcknowledgement {\r\n QuoteReqID?: string// 131\r\n QuoteID?: string// 117\r\n QuoteStatus: number// 297\r\n QuoteRejectReason?: number// 300\r\n QuoteResponseLevel?: number// 301\r\n QuoteType?: number// 537\r\n Parties?: IParties\r\n Account?: string// 1\r\n AcctIDSource?: number// 660\r\n AccountType?: number// 581\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n QuotSetAckGrp?: IQuotSetAckGrp\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"mass_quote_acknowledgement.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/mass_quote_acknowledgement.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IParties } from './set/parties'\r\nimport { IQuotSetAckGrp } from './set/quot_set_ack_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IMassQuoteAcknowledgement {\r\n StandardHeader: IStandardHeader\r\n QuoteReqID?: string// 131\r\n QuoteID?: string// 117\r\n QuoteStatus: number// 297\r\n QuoteRejectReason?: number// 300\r\n QuoteResponseLevel?: number// 301\r\n QuoteType?: number// 537\r\n Parties?: IParties\r\n Account?: string// 1\r\n AcctIDSource?: number// 660\r\n AccountType?: number// 581\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n QuotSetAckGrp?: IQuotSetAckGrp\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,4 +1,5 @@
|
|
|
1
1
|
/// <reference types="node" />
|
|
2
|
+
import { IStandardHeader } from './set/standard_header';
|
|
2
3
|
import { IParties } from './set/parties';
|
|
3
4
|
import { IPreAllocMlegGrp } from './set/pre_alloc_mleg_grp';
|
|
4
5
|
import { ITrdgSesGrp } from './set/trdg_ses_grp';
|
|
@@ -9,7 +10,9 @@ import { IOrderQtyData } from './set/order_qty_data';
|
|
|
9
10
|
import { ICommissionData } from './set/commission_data';
|
|
10
11
|
import { IPegInstructions } from './set/peg_instructions';
|
|
11
12
|
import { IDiscretionInstructions } from './set/discretion_instructions';
|
|
13
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
12
14
|
export interface IMultilegOrderCancelReplace {
|
|
15
|
+
StandardHeader: IStandardHeader;
|
|
13
16
|
OrderID?: string;
|
|
14
17
|
OrigClOrdID: string;
|
|
15
18
|
ClOrdID: string;
|
|
@@ -84,4 +87,5 @@ export interface IMultilegOrderCancelReplace {
|
|
|
84
87
|
RegistID?: string;
|
|
85
88
|
Designation?: string;
|
|
86
89
|
MultiLegRptTypeReq?: number;
|
|
90
|
+
StandardTrailer: IStandardTrailer;
|
|
87
91
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"multileg_order_cancel_replace.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/multileg_order_cancel_replace.ts"],"names":[],"mappings":"","sourcesContent":["import { IParties } from './set/parties'\r\nimport { IPreAllocMlegGrp } from './set/pre_alloc_mleg_grp'\r\nimport { ITrdgSesGrp } from './set/trdg_ses_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { ILegOrdGrp } from './set/leg_ord_grp'\r\nimport { IOrderQtyData } from './set/order_qty_data'\r\nimport { ICommissionData } from './set/commission_data'\r\nimport { IPegInstructions } from './set/peg_instructions'\r\nimport { IDiscretionInstructions } from './set/discretion_instructions'\r\n\r\nexport interface IMultilegOrderCancelReplace {\r\n OrderID?: string// 37\r\n OrigClOrdID: string// 41\r\n ClOrdID: string// 11\r\n SecondaryClOrdID?: string// 526\r\n ClOrdLinkID?: string// 583\r\n OrigOrdModTime?: Date// 586\r\n Parties?: IParties\r\n TradeOriginationDate?: Date// 229\r\n TradeDate?: Date// 75\r\n Account?: string// 1\r\n AcctIDSource?: number// 660\r\n AccountType?: number// 581\r\n DayBookingInst?: string// 589\r\n BookingUnit?: string// 590\r\n PreallocMethod?: string// 591\r\n AllocID?: string// 70\r\n PreAllocMlegGrp?: IPreAllocMlegGrp\r\n SettlType?: string// 63\r\n SettlDate?: Date// 64\r\n CashMargin?: string// 544\r\n ClearingFeeIndicator?: string// 635\r\n HandlInst?: string// 21\r\n ExecInst?: string// 18\r\n MinQty?: number// 110\r\n MaxFloor?: number// 111\r\n ExDestination?: string// 100\r\n TrdgSesGrp?: ITrdgSesGrp\r\n ProcessCode?: string// 81\r\n Side: string// 54\r\n Instrument?: IInstrument\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n PrevClosePx?: number// 140\r\n LegOrdGrp?: ILegOrdGrp\r\n LocateReqd?: boolean// 114\r\n TransactTime: Date// 60\r\n QtyType?: number// 854\r\n OrderQtyData?: IOrderQtyData\r\n OrdType: string// 40\r\n PriceType?: number// 423\r\n Price?: number// 44\r\n StopPx?: number// 99\r\n Currency?: string// 15\r\n ComplianceID?: string// 376\r\n SolicitedFlag?: boolean// 377\r\n IOIID?: string// 23\r\n QuoteID?: string// 117\r\n TimeInForce?: string// 59\r\n EffectiveTime?: Date// 168\r\n ExpireDate?: Date// 432\r\n ExpireTime?: Date// 126\r\n GTBookingInst?: number// 427\r\n CommissionData?: ICommissionData\r\n OrderCapacity?: string// 528\r\n OrderRestrictions?: string// 529\r\n CustOrderCapacity?: number// 582\r\n ForexReq?: boolean// 121\r\n SettlCurrency?: string// 120\r\n BookingType?: number// 775\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n PositionEffect?: string// 77\r\n CoveredOrUncovered?: number// 203\r\n MaxShow?: number// 210\r\n PegInstructions?: IPegInstructions\r\n DiscretionInstructions?: IDiscretionInstructions\r\n TargetStrategy?: number// 847\r\n TargetStrategyParameters?: string// 848\r\n ParticipationRate?: number// 849\r\n CancellationRights?: string// 480\r\n MoneyLaunderingStatus?: string// 481\r\n RegistID?: string// 513\r\n Designation?: string// 494\r\n MultiLegRptTypeReq?: number// 563\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"multileg_order_cancel_replace.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/multileg_order_cancel_replace.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IParties } from './set/parties'\r\nimport { IPreAllocMlegGrp } from './set/pre_alloc_mleg_grp'\r\nimport { ITrdgSesGrp } from './set/trdg_ses_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { ILegOrdGrp } from './set/leg_ord_grp'\r\nimport { IOrderQtyData } from './set/order_qty_data'\r\nimport { ICommissionData } from './set/commission_data'\r\nimport { IPegInstructions } from './set/peg_instructions'\r\nimport { IDiscretionInstructions } from './set/discretion_instructions'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IMultilegOrderCancelReplace {\r\n StandardHeader: IStandardHeader\r\n OrderID?: string// 37\r\n OrigClOrdID: string// 41\r\n ClOrdID: string// 11\r\n SecondaryClOrdID?: string// 526\r\n ClOrdLinkID?: string// 583\r\n OrigOrdModTime?: Date// 586\r\n Parties?: IParties\r\n TradeOriginationDate?: Date// 229\r\n TradeDate?: Date// 75\r\n Account?: string// 1\r\n AcctIDSource?: number// 660\r\n AccountType?: number// 581\r\n DayBookingInst?: string// 589\r\n BookingUnit?: string// 590\r\n PreallocMethod?: string// 591\r\n AllocID?: string// 70\r\n PreAllocMlegGrp?: IPreAllocMlegGrp\r\n SettlType?: string// 63\r\n SettlDate?: Date// 64\r\n CashMargin?: string// 544\r\n ClearingFeeIndicator?: string// 635\r\n HandlInst?: string// 21\r\n ExecInst?: string// 18\r\n MinQty?: number// 110\r\n MaxFloor?: number// 111\r\n ExDestination?: string// 100\r\n TrdgSesGrp?: ITrdgSesGrp\r\n ProcessCode?: string// 81\r\n Side: string// 54\r\n Instrument?: IInstrument\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n PrevClosePx?: number// 140\r\n LegOrdGrp?: ILegOrdGrp\r\n LocateReqd?: boolean// 114\r\n TransactTime: Date// 60\r\n QtyType?: number// 854\r\n OrderQtyData?: IOrderQtyData\r\n OrdType: string// 40\r\n PriceType?: number// 423\r\n Price?: number// 44\r\n StopPx?: number// 99\r\n Currency?: string// 15\r\n ComplianceID?: string// 376\r\n SolicitedFlag?: boolean// 377\r\n IOIID?: string// 23\r\n QuoteID?: string// 117\r\n TimeInForce?: string// 59\r\n EffectiveTime?: Date// 168\r\n ExpireDate?: Date// 432\r\n ExpireTime?: Date// 126\r\n GTBookingInst?: number// 427\r\n CommissionData?: ICommissionData\r\n OrderCapacity?: string// 528\r\n OrderRestrictions?: string// 529\r\n CustOrderCapacity?: number// 582\r\n ForexReq?: boolean// 121\r\n SettlCurrency?: string// 120\r\n BookingType?: number// 775\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n PositionEffect?: string// 77\r\n CoveredOrUncovered?: number// 203\r\n MaxShow?: number// 210\r\n PegInstructions?: IPegInstructions\r\n DiscretionInstructions?: IDiscretionInstructions\r\n TargetStrategy?: number// 847\r\n TargetStrategyParameters?: string// 848\r\n ParticipationRate?: number// 849\r\n CancellationRights?: string// 480\r\n MoneyLaunderingStatus?: string// 481\r\n RegistID?: string// 513\r\n Designation?: string// 494\r\n MultiLegRptTypeReq?: number// 563\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,6 +1,10 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header';
|
|
1
2
|
import { ICompIDReqGrp } from './set/comp_id_req_grp';
|
|
3
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
2
4
|
export interface INetworkCounterpartySystemStatusRequest {
|
|
5
|
+
StandardHeader: IStandardHeader;
|
|
3
6
|
NetworkRequestType: number;
|
|
4
7
|
NetworkRequestID: string;
|
|
5
8
|
CompIDReqGrp?: ICompIDReqGrp;
|
|
9
|
+
StandardTrailer: IStandardTrailer;
|
|
6
10
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"network_counterparty_system_status_request.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/network_counterparty_system_status_request.ts"],"names":[],"mappings":"","sourcesContent":["import { ICompIDReqGrp } from './set/comp_id_req_grp'\r\n\r\nexport interface INetworkCounterpartySystemStatusRequest {\r\n NetworkRequestType: number// 935\r\n NetworkRequestID: string// 933\r\n CompIDReqGrp?: ICompIDReqGrp\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"network_counterparty_system_status_request.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/network_counterparty_system_status_request.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { ICompIDReqGrp } from './set/comp_id_req_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface INetworkCounterpartySystemStatusRequest {\r\n StandardHeader: IStandardHeader\r\n NetworkRequestType: number// 935\r\n NetworkRequestID: string// 933\r\n CompIDReqGrp?: ICompIDReqGrp\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,8 +1,12 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header';
|
|
1
2
|
import { ICompIDStatGrp } from './set/comp_id_stat_grp';
|
|
3
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
2
4
|
export interface INetworkCounterpartySystemStatusResponse {
|
|
5
|
+
StandardHeader: IStandardHeader;
|
|
3
6
|
NetworkStatusResponseType: number;
|
|
4
7
|
NetworkRequestID?: string;
|
|
5
8
|
NetworkResponseID: string;
|
|
6
9
|
LastNetworkResponseID?: string;
|
|
7
10
|
CompIDStatGrp?: ICompIDStatGrp;
|
|
11
|
+
StandardTrailer: IStandardTrailer;
|
|
8
12
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"network_counterparty_system_status_response.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/network_counterparty_system_status_response.ts"],"names":[],"mappings":"","sourcesContent":["import { ICompIDStatGrp } from './set/comp_id_stat_grp'\r\n\r\nexport interface INetworkCounterpartySystemStatusResponse {\r\n NetworkStatusResponseType: number// 937\r\n NetworkRequestID?: string// 933\r\n NetworkResponseID: string// 932\r\n LastNetworkResponseID?: string// 934\r\n CompIDStatGrp?: ICompIDStatGrp\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"network_counterparty_system_status_response.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/network_counterparty_system_status_response.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { ICompIDStatGrp } from './set/comp_id_stat_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface INetworkCounterpartySystemStatusResponse {\r\n StandardHeader: IStandardHeader\r\n NetworkStatusResponseType: number// 937\r\n NetworkRequestID?: string// 933\r\n NetworkResponseID: string// 932\r\n LastNetworkResponseID?: string// 934\r\n CompIDStatGrp?: ICompIDStatGrp\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header';
|
|
1
2
|
import { ISideCrossOrdModGrp } from './set/side_cross_ord_mod_grp';
|
|
2
3
|
import { IInstrument } from './set/instrument';
|
|
3
4
|
import { IUndInstrmtGrp } from './set/und_instrmt_grp';
|
|
@@ -8,7 +9,9 @@ import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_dat
|
|
|
8
9
|
import { IYieldData } from './set/yield_data';
|
|
9
10
|
import { IPegInstructions } from './set/peg_instructions';
|
|
10
11
|
import { IDiscretionInstructions } from './set/discretion_instructions';
|
|
12
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
11
13
|
export interface INewOrderCross {
|
|
14
|
+
StandardHeader: IStandardHeader;
|
|
12
15
|
CrossID: string;
|
|
13
16
|
CrossType: number;
|
|
14
17
|
CrossPrioritization: number;
|
|
@@ -54,4 +57,5 @@ export interface INewOrderCross {
|
|
|
54
57
|
MoneyLaunderingStatus?: string;
|
|
55
58
|
RegistID?: string;
|
|
56
59
|
Designation?: string;
|
|
60
|
+
StandardTrailer: IStandardTrailer;
|
|
57
61
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"new_order_cross.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/new_order_cross.ts"],"names":[],"mappings":"","sourcesContent":["import { ISideCrossOrdModGrp } from './set/side_cross_ord_mod_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { ITrdgSesGrp } from './set/trdg_ses_grp'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IYieldData } from './set/yield_data'\r\nimport { IPegInstructions } from './set/peg_instructions'\r\nimport { IDiscretionInstructions } from './set/discretion_instructions'\r\n\r\nexport interface INewOrderCross {\r\n CrossID: string// 548\r\n CrossType: number// 549\r\n CrossPrioritization: number// 550\r\n SideCrossOrdModGrp?: ISideCrossOrdModGrp\r\n Instrument?: IInstrument\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n SettlType?: string// 63\r\n SettlDate?: Date// 64\r\n HandlInst?: string// 21\r\n ExecInst?: string// 18\r\n MinQty?: number// 110\r\n MaxFloor?: number// 111\r\n ExDestination?: string// 100\r\n TrdgSesGrp?: ITrdgSesGrp\r\n ProcessCode?: string// 81\r\n PrevClosePx?: number// 140\r\n LocateReqd?: boolean// 114\r\n TransactTime: Date// 60\r\n Stipulations?: IStipulations\r\n OrdType: string// 40\r\n PriceType?: number// 423\r\n Price?: number// 44\r\n StopPx?: number// 99\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n YieldData?: IYieldData\r\n Currency?: string// 15\r\n ComplianceID?: string// 376\r\n IOIID?: string// 23\r\n QuoteID?: string// 117\r\n TimeInForce?: string// 59\r\n EffectiveTime?: Date// 168\r\n ExpireDate?: Date// 432\r\n ExpireTime?: Date// 126\r\n GTBookingInst?: number// 427\r\n MaxShow?: number// 210\r\n PegInstructions?: IPegInstructions\r\n DiscretionInstructions?: IDiscretionInstructions\r\n TargetStrategy?: number// 847\r\n TargetStrategyParameters?: string// 848\r\n ParticipationRate?: number// 849\r\n CancellationRights?: string// 480\r\n MoneyLaunderingStatus?: string// 481\r\n RegistID?: string// 513\r\n Designation?: string// 494\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"new_order_cross.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/new_order_cross.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { ISideCrossOrdModGrp } from './set/side_cross_ord_mod_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { ITrdgSesGrp } from './set/trdg_ses_grp'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IYieldData } from './set/yield_data'\r\nimport { IPegInstructions } from './set/peg_instructions'\r\nimport { IDiscretionInstructions } from './set/discretion_instructions'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface INewOrderCross {\r\n StandardHeader: IStandardHeader\r\n CrossID: string// 548\r\n CrossType: number// 549\r\n CrossPrioritization: number// 550\r\n SideCrossOrdModGrp?: ISideCrossOrdModGrp\r\n Instrument?: IInstrument\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n SettlType?: string// 63\r\n SettlDate?: Date// 64\r\n HandlInst?: string// 21\r\n ExecInst?: string// 18\r\n MinQty?: number// 110\r\n MaxFloor?: number// 111\r\n ExDestination?: string// 100\r\n TrdgSesGrp?: ITrdgSesGrp\r\n ProcessCode?: string// 81\r\n PrevClosePx?: number// 140\r\n LocateReqd?: boolean// 114\r\n TransactTime: Date// 60\r\n Stipulations?: IStipulations\r\n OrdType: string// 40\r\n PriceType?: number// 423\r\n Price?: number// 44\r\n StopPx?: number// 99\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n YieldData?: IYieldData\r\n Currency?: string// 15\r\n ComplianceID?: string// 376\r\n IOIID?: string// 23\r\n QuoteID?: string// 117\r\n TimeInForce?: string// 59\r\n EffectiveTime?: Date// 168\r\n ExpireDate?: Date// 432\r\n ExpireTime?: Date// 126\r\n GTBookingInst?: number// 427\r\n MaxShow?: number// 210\r\n PegInstructions?: IPegInstructions\r\n DiscretionInstructions?: IDiscretionInstructions\r\n TargetStrategy?: number// 847\r\n TargetStrategyParameters?: string// 848\r\n ParticipationRate?: number// 849\r\n CancellationRights?: string// 480\r\n MoneyLaunderingStatus?: string// 481\r\n RegistID?: string// 513\r\n Designation?: string// 494\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,6 +1,9 @@
|
|
|
1
1
|
/// <reference types="node" />
|
|
2
|
+
import { IStandardHeader } from './set/standard_header';
|
|
2
3
|
import { IListOrdGrp } from './set/list_ord_grp';
|
|
4
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
3
5
|
export interface INewOrderList {
|
|
6
|
+
StandardHeader: IStandardHeader;
|
|
4
7
|
ListID: string;
|
|
5
8
|
BidID?: string;
|
|
6
9
|
ClientBidID?: string;
|
|
@@ -20,4 +23,5 @@ export interface INewOrderList {
|
|
|
20
23
|
TotNoOrders: number;
|
|
21
24
|
LastFragment?: boolean;
|
|
22
25
|
ListOrdGrp?: IListOrdGrp;
|
|
26
|
+
StandardTrailer: IStandardTrailer;
|
|
23
27
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"new_order_list.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/new_order_list.ts"],"names":[],"mappings":"","sourcesContent":["import { IListOrdGrp } from './set/list_ord_grp'\r\n\r\nexport interface INewOrderList {\r\n ListID: string// 66\r\n BidID?: string// 390\r\n ClientBidID?: string// 391\r\n ProgRptReqs?: number// 414\r\n BidType: number// 394\r\n ProgPeriodInterval?: number// 415\r\n CancellationRights?: string// 480\r\n MoneyLaunderingStatus?: string// 481\r\n RegistID?: string// 513\r\n ListExecInstType?: string// 433\r\n ListExecInst?: string// 69\r\n EncodedListExecInstLen?: number// 352\r\n EncodedListExecInst?: Buffer// 353\r\n AllowableOneSidednessPct?: number// 765\r\n AllowableOneSidednessValue?: number// 766\r\n AllowableOneSidednessCurr?: string// 767\r\n TotNoOrders: number// 68\r\n LastFragment?: boolean// 893\r\n ListOrdGrp?: IListOrdGrp\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"new_order_list.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/new_order_list.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IListOrdGrp } from './set/list_ord_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface INewOrderList {\r\n StandardHeader: IStandardHeader\r\n ListID: string// 66\r\n BidID?: string// 390\r\n ClientBidID?: string// 391\r\n ProgRptReqs?: number// 414\r\n BidType: number// 394\r\n ProgPeriodInterval?: number// 415\r\n CancellationRights?: string// 480\r\n MoneyLaunderingStatus?: string// 481\r\n RegistID?: string// 513\r\n ListExecInstType?: string// 433\r\n ListExecInst?: string// 69\r\n EncodedListExecInstLen?: number// 352\r\n EncodedListExecInst?: Buffer// 353\r\n AllowableOneSidednessPct?: number// 765\r\n AllowableOneSidednessValue?: number// 766\r\n AllowableOneSidednessCurr?: string// 767\r\n TotNoOrders: number// 68\r\n LastFragment?: boolean// 893\r\n ListOrdGrp?: IListOrdGrp\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,4 +1,5 @@
|
|
|
1
1
|
/// <reference types="node" />
|
|
2
|
+
import { IStandardHeader } from './set/standard_header';
|
|
2
3
|
import { IParties } from './set/parties';
|
|
3
4
|
import { IPreAllocMlegGrp } from './set/pre_alloc_mleg_grp';
|
|
4
5
|
import { ITrdgSesGrp } from './set/trdg_ses_grp';
|
|
@@ -9,7 +10,9 @@ import { IOrderQtyData } from './set/order_qty_data';
|
|
|
9
10
|
import { ICommissionData } from './set/commission_data';
|
|
10
11
|
import { IPegInstructions } from './set/peg_instructions';
|
|
11
12
|
import { IDiscretionInstructions } from './set/discretion_instructions';
|
|
13
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
12
14
|
export interface INewOrderMultileg {
|
|
15
|
+
StandardHeader: IStandardHeader;
|
|
13
16
|
ClOrdID: string;
|
|
14
17
|
SecondaryClOrdID?: string;
|
|
15
18
|
ClOrdLinkID?: string;
|
|
@@ -81,4 +84,5 @@ export interface INewOrderMultileg {
|
|
|
81
84
|
RegistID?: string;
|
|
82
85
|
Designation?: string;
|
|
83
86
|
MultiLegRptTypeReq?: number;
|
|
87
|
+
StandardTrailer: IStandardTrailer;
|
|
84
88
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"new_order_multileg.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/new_order_multileg.ts"],"names":[],"mappings":"","sourcesContent":["import { IParties } from './set/parties'\r\nimport { IPreAllocMlegGrp } from './set/pre_alloc_mleg_grp'\r\nimport { ITrdgSesGrp } from './set/trdg_ses_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { ILegOrdGrp } from './set/leg_ord_grp'\r\nimport { IOrderQtyData } from './set/order_qty_data'\r\nimport { ICommissionData } from './set/commission_data'\r\nimport { IPegInstructions } from './set/peg_instructions'\r\nimport { IDiscretionInstructions } from './set/discretion_instructions'\r\n\r\nexport interface INewOrderMultileg {\r\n ClOrdID: string// 11\r\n SecondaryClOrdID?: string// 526\r\n ClOrdLinkID?: string// 583\r\n Parties?: IParties\r\n TradeOriginationDate?: Date// 229\r\n TradeDate?: Date// 75\r\n Account?: string// 1\r\n AcctIDSource?: number// 660\r\n AccountType?: number// 581\r\n DayBookingInst?: string// 589\r\n BookingUnit?: string// 590\r\n PreallocMethod?: string// 591\r\n AllocID?: string// 70\r\n PreAllocMlegGrp?: IPreAllocMlegGrp\r\n SettlType?: string// 63\r\n SettlDate?: Date// 64\r\n CashMargin?: string// 544\r\n ClearingFeeIndicator?: string// 635\r\n HandlInst?: string// 21\r\n ExecInst?: string// 18\r\n MinQty?: number// 110\r\n MaxFloor?: number// 111\r\n ExDestination?: string// 100\r\n TrdgSesGrp?: ITrdgSesGrp\r\n ProcessCode?: string// 81\r\n Side: string// 54\r\n Instrument?: IInstrument\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n PrevClosePx?: number// 140\r\n LegOrdGrp?: ILegOrdGrp\r\n LocateReqd?: boolean// 114\r\n TransactTime: Date// 60\r\n QtyType?: number// 854\r\n OrderQtyData?: IOrderQtyData\r\n OrdType: string// 40\r\n PriceType?: number// 423\r\n Price?: number// 44\r\n StopPx?: number// 99\r\n Currency?: string// 15\r\n ComplianceID?: string// 376\r\n SolicitedFlag?: boolean// 377\r\n IOIID?: string// 23\r\n QuoteID?: string// 117\r\n TimeInForce?: string// 59\r\n EffectiveTime?: Date// 168\r\n ExpireDate?: Date// 432\r\n ExpireTime?: Date// 126\r\n GTBookingInst?: number// 427\r\n CommissionData?: ICommissionData\r\n OrderCapacity?: string// 528\r\n OrderRestrictions?: string// 529\r\n CustOrderCapacity?: number// 582\r\n ForexReq?: boolean// 121\r\n SettlCurrency?: string// 120\r\n BookingType?: number// 775\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n PositionEffect?: string// 77\r\n CoveredOrUncovered?: number// 203\r\n MaxShow?: number// 210\r\n PegInstructions?: IPegInstructions\r\n DiscretionInstructions?: IDiscretionInstructions\r\n TargetStrategy?: number// 847\r\n TargetStrategyParameters?: string// 848\r\n ParticipationRate?: number// 849\r\n CancellationRights?: string// 480\r\n MoneyLaunderingStatus?: string// 481\r\n RegistID?: string// 513\r\n Designation?: string// 494\r\n MultiLegRptTypeReq?: number// 563\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"new_order_multileg.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/new_order_multileg.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IParties } from './set/parties'\r\nimport { IPreAllocMlegGrp } from './set/pre_alloc_mleg_grp'\r\nimport { ITrdgSesGrp } from './set/trdg_ses_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { ILegOrdGrp } from './set/leg_ord_grp'\r\nimport { IOrderQtyData } from './set/order_qty_data'\r\nimport { ICommissionData } from './set/commission_data'\r\nimport { IPegInstructions } from './set/peg_instructions'\r\nimport { IDiscretionInstructions } from './set/discretion_instructions'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface INewOrderMultileg {\r\n StandardHeader: IStandardHeader\r\n ClOrdID: string// 11\r\n SecondaryClOrdID?: string// 526\r\n ClOrdLinkID?: string// 583\r\n Parties?: IParties\r\n TradeOriginationDate?: Date// 229\r\n TradeDate?: Date// 75\r\n Account?: string// 1\r\n AcctIDSource?: number// 660\r\n AccountType?: number// 581\r\n DayBookingInst?: string// 589\r\n BookingUnit?: string// 590\r\n PreallocMethod?: string// 591\r\n AllocID?: string// 70\r\n PreAllocMlegGrp?: IPreAllocMlegGrp\r\n SettlType?: string// 63\r\n SettlDate?: Date// 64\r\n CashMargin?: string// 544\r\n ClearingFeeIndicator?: string// 635\r\n HandlInst?: string// 21\r\n ExecInst?: string// 18\r\n MinQty?: number// 110\r\n MaxFloor?: number// 111\r\n ExDestination?: string// 100\r\n TrdgSesGrp?: ITrdgSesGrp\r\n ProcessCode?: string// 81\r\n Side: string// 54\r\n Instrument?: IInstrument\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n PrevClosePx?: number// 140\r\n LegOrdGrp?: ILegOrdGrp\r\n LocateReqd?: boolean// 114\r\n TransactTime: Date// 60\r\n QtyType?: number// 854\r\n OrderQtyData?: IOrderQtyData\r\n OrdType: string// 40\r\n PriceType?: number// 423\r\n Price?: number// 44\r\n StopPx?: number// 99\r\n Currency?: string// 15\r\n ComplianceID?: string// 376\r\n SolicitedFlag?: boolean// 377\r\n IOIID?: string// 23\r\n QuoteID?: string// 117\r\n TimeInForce?: string// 59\r\n EffectiveTime?: Date// 168\r\n ExpireDate?: Date// 432\r\n ExpireTime?: Date// 126\r\n GTBookingInst?: number// 427\r\n CommissionData?: ICommissionData\r\n OrderCapacity?: string// 528\r\n OrderRestrictions?: string// 529\r\n CustOrderCapacity?: number// 582\r\n ForexReq?: boolean// 121\r\n SettlCurrency?: string// 120\r\n BookingType?: number// 775\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n PositionEffect?: string// 77\r\n CoveredOrUncovered?: number// 203\r\n MaxShow?: number// 210\r\n PegInstructions?: IPegInstructions\r\n DiscretionInstructions?: IDiscretionInstructions\r\n TargetStrategy?: number// 847\r\n TargetStrategyParameters?: string// 848\r\n ParticipationRate?: number// 849\r\n CancellationRights?: string// 480\r\n MoneyLaunderingStatus?: string// 481\r\n RegistID?: string// 513\r\n Designation?: string// 494\r\n MultiLegRptTypeReq?: number// 563\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,4 +1,5 @@
|
|
|
1
1
|
/// <reference types="node" />
|
|
2
|
+
import { IStandardHeader } from './set/standard_header';
|
|
2
3
|
import { IParties } from './set/parties';
|
|
3
4
|
import { IPreAllocGrp } from './set/pre_alloc_grp';
|
|
4
5
|
import { ITrdgSesGrp } from './set/trdg_ses_grp';
|
|
@@ -12,7 +13,9 @@ import { IYieldData } from './set/yield_data';
|
|
|
12
13
|
import { ICommissionData } from './set/commission_data';
|
|
13
14
|
import { IPegInstructions } from './set/peg_instructions';
|
|
14
15
|
import { IDiscretionInstructions } from './set/discretion_instructions';
|
|
16
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
15
17
|
export interface INewOrderSingle {
|
|
18
|
+
StandardHeader: IStandardHeader;
|
|
16
19
|
ClOrdID: string;
|
|
17
20
|
SecondaryClOrdID?: string;
|
|
18
21
|
ClOrdLinkID?: string;
|
|
@@ -89,4 +92,5 @@ export interface INewOrderSingle {
|
|
|
89
92
|
MoneyLaunderingStatus?: string;
|
|
90
93
|
RegistID?: string;
|
|
91
94
|
Designation?: string;
|
|
95
|
+
StandardTrailer: IStandardTrailer;
|
|
92
96
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"new_order_single.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/new_order_single.ts"],"names":[],"mappings":"","sourcesContent":["import { IParties } from './set/parties'\r\nimport { IPreAllocGrp } from './set/pre_alloc_grp'\r\nimport { ITrdgSesGrp } from './set/trdg_ses_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { IOrderQtyData } from './set/order_qty_data'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IYieldData } from './set/yield_data'\r\nimport { ICommissionData } from './set/commission_data'\r\nimport { IPegInstructions } from './set/peg_instructions'\r\nimport { IDiscretionInstructions } from './set/discretion_instructions'\r\n\r\nexport interface INewOrderSingle {\r\n ClOrdID: string// 11\r\n SecondaryClOrdID?: string// 526\r\n ClOrdLinkID?: string// 583\r\n Parties?: IParties\r\n TradeOriginationDate?: Date// 229\r\n TradeDate?: Date// 75\r\n Account?: string// 1\r\n AcctIDSource?: number// 660\r\n AccountType?: number// 581\r\n DayBookingInst?: string// 589\r\n BookingUnit?: string// 590\r\n PreallocMethod?: string// 591\r\n AllocID?: string// 70\r\n PreAllocGrp?: IPreAllocGrp\r\n SettlType?: string// 63\r\n SettlDate?: Date// 64\r\n CashMargin?: string// 544\r\n ClearingFeeIndicator?: string// 635\r\n HandlInst?: string// 21\r\n ExecInst?: string// 18\r\n MinQty?: number// 110\r\n MaxFloor?: number// 111\r\n ExDestination?: string// 100\r\n TrdgSesGrp?: ITrdgSesGrp\r\n ProcessCode?: string// 81\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n PrevClosePx?: number// 140\r\n Side: string// 54\r\n LocateReqd?: boolean// 114\r\n TransactTime: Date// 60\r\n Stipulations?: IStipulations\r\n QtyType?: number// 854\r\n OrderQtyData?: IOrderQtyData\r\n OrdType: string// 40\r\n PriceType?: number// 423\r\n Price?: number// 44\r\n StopPx?: number// 99\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n YieldData?: IYieldData\r\n Currency?: string// 15\r\n ComplianceID?: string// 376\r\n SolicitedFlag?: boolean// 377\r\n IOIID?: string// 23\r\n QuoteID?: string// 117\r\n TimeInForce?: string// 59\r\n EffectiveTime?: Date// 168\r\n ExpireDate?: Date// 432\r\n ExpireTime?: Date// 126\r\n GTBookingInst?: number// 427\r\n CommissionData?: ICommissionData\r\n OrderCapacity?: string// 528\r\n OrderRestrictions?: string// 529\r\n CustOrderCapacity?: number// 582\r\n ForexReq?: boolean// 121\r\n SettlCurrency?: string// 120\r\n BookingType?: number// 775\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n SettlDate2?: Date// 193\r\n OrderQty2?: number// 192\r\n Price2?: number// 640\r\n PositionEffect?: string// 77\r\n CoveredOrUncovered?: number// 203\r\n MaxShow?: number// 210\r\n PegInstructions?: IPegInstructions\r\n DiscretionInstructions?: IDiscretionInstructions\r\n TargetStrategy?: number// 847\r\n TargetStrategyParameters?: string// 848\r\n ParticipationRate?: number// 849\r\n CancellationRights?: string// 480\r\n MoneyLaunderingStatus?: string// 481\r\n RegistID?: string// 513\r\n Designation?: string// 494\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"new_order_single.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/new_order_single.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IParties } from './set/parties'\r\nimport { IPreAllocGrp } from './set/pre_alloc_grp'\r\nimport { ITrdgSesGrp } from './set/trdg_ses_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { IOrderQtyData } from './set/order_qty_data'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IYieldData } from './set/yield_data'\r\nimport { ICommissionData } from './set/commission_data'\r\nimport { IPegInstructions } from './set/peg_instructions'\r\nimport { IDiscretionInstructions } from './set/discretion_instructions'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface INewOrderSingle {\r\n StandardHeader: IStandardHeader\r\n ClOrdID: string// 11\r\n SecondaryClOrdID?: string// 526\r\n ClOrdLinkID?: string// 583\r\n Parties?: IParties\r\n TradeOriginationDate?: Date// 229\r\n TradeDate?: Date// 75\r\n Account?: string// 1\r\n AcctIDSource?: number// 660\r\n AccountType?: number// 581\r\n DayBookingInst?: string// 589\r\n BookingUnit?: string// 590\r\n PreallocMethod?: string// 591\r\n AllocID?: string// 70\r\n PreAllocGrp?: IPreAllocGrp\r\n SettlType?: string// 63\r\n SettlDate?: Date// 64\r\n CashMargin?: string// 544\r\n ClearingFeeIndicator?: string// 635\r\n HandlInst?: string// 21\r\n ExecInst?: string// 18\r\n MinQty?: number// 110\r\n MaxFloor?: number// 111\r\n ExDestination?: string// 100\r\n TrdgSesGrp?: ITrdgSesGrp\r\n ProcessCode?: string// 81\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n PrevClosePx?: number// 140\r\n Side: string// 54\r\n LocateReqd?: boolean// 114\r\n TransactTime: Date// 60\r\n Stipulations?: IStipulations\r\n QtyType?: number// 854\r\n OrderQtyData?: IOrderQtyData\r\n OrdType: string// 40\r\n PriceType?: number// 423\r\n Price?: number// 44\r\n StopPx?: number// 99\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n YieldData?: IYieldData\r\n Currency?: string// 15\r\n ComplianceID?: string// 376\r\n SolicitedFlag?: boolean// 377\r\n IOIID?: string// 23\r\n QuoteID?: string// 117\r\n TimeInForce?: string// 59\r\n EffectiveTime?: Date// 168\r\n ExpireDate?: Date// 432\r\n ExpireTime?: Date// 126\r\n GTBookingInst?: number// 427\r\n CommissionData?: ICommissionData\r\n OrderCapacity?: string// 528\r\n OrderRestrictions?: string// 529\r\n CustOrderCapacity?: number// 582\r\n ForexReq?: boolean// 121\r\n SettlCurrency?: string// 120\r\n BookingType?: number// 775\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n SettlDate2?: Date// 193\r\n OrderQty2?: number// 192\r\n Price2?: number// 640\r\n PositionEffect?: string// 77\r\n CoveredOrUncovered?: number// 203\r\n MaxShow?: number// 210\r\n PegInstructions?: IPegInstructions\r\n DiscretionInstructions?: IDiscretionInstructions\r\n TargetStrategy?: number// 847\r\n TargetStrategyParameters?: string// 848\r\n ParticipationRate?: number// 849\r\n CancellationRights?: string// 480\r\n MoneyLaunderingStatus?: string// 481\r\n RegistID?: string// 513\r\n Designation?: string// 494\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,10 +1,13 @@
|
|
|
1
1
|
/// <reference types="node" />
|
|
2
|
+
import { IStandardHeader } from './set/standard_header';
|
|
2
3
|
import { IRoutingGrp } from './set/routing_grp';
|
|
3
4
|
import { IInstrmtGrp } from './set/instrmt_grp';
|
|
4
5
|
import { IInstrmtLegGrp } from './set/instrmt_leg_grp';
|
|
5
6
|
import { IUndInstrmtGrp } from './set/und_instrmt_grp';
|
|
6
7
|
import { ILinesOfTextGrp } from './set/lines_of_text_grp';
|
|
8
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
7
9
|
export interface INews {
|
|
10
|
+
StandardHeader: IStandardHeader;
|
|
8
11
|
OrigTime?: Date;
|
|
9
12
|
Urgency?: string;
|
|
10
13
|
Headline: string;
|
|
@@ -18,4 +21,5 @@ export interface INews {
|
|
|
18
21
|
URLLink?: string;
|
|
19
22
|
RawDataLength?: number;
|
|
20
23
|
RawData?: Buffer;
|
|
24
|
+
StandardTrailer: IStandardTrailer;
|
|
21
25
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"news.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/news.ts"],"names":[],"mappings":"","sourcesContent":["import { IRoutingGrp } from './set/routing_grp'\r\nimport { IInstrmtGrp } from './set/instrmt_grp'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { ILinesOfTextGrp } from './set/lines_of_text_grp'\r\n\r\nexport interface INews {\r\n OrigTime?: Date// 42\r\n Urgency?: string// 61\r\n Headline: string// 148\r\n EncodedHeadlineLen?: number// 358\r\n EncodedHeadline?: Buffer// 359\r\n RoutingGrp?: IRoutingGrp\r\n InstrmtGrp?: IInstrmtGrp\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n LinesOfTextGrp?: ILinesOfTextGrp\r\n URLLink?: string// 149\r\n RawDataLength?: number// 95\r\n RawData?: Buffer// 96\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"news.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/news.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IRoutingGrp } from './set/routing_grp'\r\nimport { IInstrmtGrp } from './set/instrmt_grp'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { ILinesOfTextGrp } from './set/lines_of_text_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface INews {\r\n StandardHeader: IStandardHeader\r\n OrigTime?: Date// 42\r\n Urgency?: string// 61\r\n Headline: string// 148\r\n EncodedHeadlineLen?: number// 358\r\n EncodedHeadline?: Buffer// 359\r\n RoutingGrp?: IRoutingGrp\r\n InstrmtGrp?: IInstrmtGrp\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n LinesOfTextGrp?: ILinesOfTextGrp\r\n URLLink?: string// 149\r\n RawDataLength?: number// 95\r\n RawData?: Buffer// 96\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,5 +1,8 @@
|
|
|
1
1
|
/// <reference types="node" />
|
|
2
|
+
import { IStandardHeader } from './set/standard_header';
|
|
3
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
2
4
|
export interface IOrderCancelReject {
|
|
5
|
+
StandardHeader: IStandardHeader;
|
|
3
6
|
OrderID: string;
|
|
4
7
|
SecondaryOrderID?: string;
|
|
5
8
|
SecondaryClOrdID?: string;
|
|
@@ -21,4 +24,5 @@ export interface IOrderCancelReject {
|
|
|
21
24
|
Text?: string;
|
|
22
25
|
EncodedTextLen?: number;
|
|
23
26
|
EncodedText?: Buffer;
|
|
27
|
+
StandardTrailer: IStandardTrailer;
|
|
24
28
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"order_cancel_reject.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/order_cancel_reject.ts"],"names":[],"mappings":"","sourcesContent":["
|
|
1
|
+
{"version":3,"file":"order_cancel_reject.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/order_cancel_reject.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IOrderCancelReject {\r\n StandardHeader: IStandardHeader\r\n OrderID: string// 37\r\n SecondaryOrderID?: string// 198\r\n SecondaryClOrdID?: string// 526\r\n ClOrdID: string// 11\r\n ClOrdLinkID?: string// 583\r\n OrigClOrdID: string// 41\r\n OrdStatus: string// 39\r\n WorkingIndicator?: boolean// 636\r\n OrigOrdModTime?: Date// 586\r\n ListID?: string// 66\r\n Account?: string// 1\r\n AcctIDSource?: number// 660\r\n AccountType?: number// 581\r\n TradeOriginationDate?: Date// 229\r\n TradeDate?: Date// 75\r\n TransactTime?: Date// 60\r\n CxlRejResponseTo: string// 434\r\n CxlRejReason?: number// 102\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,4 +1,5 @@
|
|
|
1
1
|
/// <reference types="node" />
|
|
2
|
+
import { IStandardHeader } from './set/standard_header';
|
|
2
3
|
import { IParties } from './set/parties';
|
|
3
4
|
import { IPreAllocGrp } from './set/pre_alloc_grp';
|
|
4
5
|
import { ITrdgSesGrp } from './set/trdg_ses_grp';
|
|
@@ -11,7 +12,9 @@ import { IYieldData } from './set/yield_data';
|
|
|
11
12
|
import { IPegInstructions } from './set/peg_instructions';
|
|
12
13
|
import { IDiscretionInstructions } from './set/discretion_instructions';
|
|
13
14
|
import { ICommissionData } from './set/commission_data';
|
|
15
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
14
16
|
export interface IOrderCancelReplaceRequest {
|
|
17
|
+
StandardHeader: IStandardHeader;
|
|
15
18
|
OrderID?: string;
|
|
16
19
|
Parties?: IParties;
|
|
17
20
|
TradeOriginationDate?: Date;
|
|
@@ -87,4 +90,5 @@ export interface IOrderCancelReplaceRequest {
|
|
|
87
90
|
MoneyLaunderingStatus?: string;
|
|
88
91
|
RegistID?: string;
|
|
89
92
|
Designation?: string;
|
|
93
|
+
StandardTrailer: IStandardTrailer;
|
|
90
94
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"order_cancel_replace_request.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/order_cancel_replace_request.ts"],"names":[],"mappings":"","sourcesContent":["import { IParties } from './set/parties'\r\nimport { IPreAllocGrp } from './set/pre_alloc_grp'\r\nimport { ITrdgSesGrp } from './set/trdg_ses_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IOrderQtyData } from './set/order_qty_data'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IYieldData } from './set/yield_data'\r\nimport { IPegInstructions } from './set/peg_instructions'\r\nimport { IDiscretionInstructions } from './set/discretion_instructions'\r\nimport { ICommissionData } from './set/commission_data'\r\n\r\nexport interface IOrderCancelReplaceRequest {\r\n OrderID?: string// 37\r\n Parties?: IParties\r\n TradeOriginationDate?: Date// 229\r\n TradeDate?: Date// 75\r\n OrigClOrdID: string// 41\r\n ClOrdID: string// 11\r\n SecondaryClOrdID?: string// 526\r\n ClOrdLinkID?: string// 583\r\n ListID?: string// 66\r\n OrigOrdModTime?: Date// 586\r\n Account?: string// 1\r\n AcctIDSource?: number// 660\r\n AccountType?: number// 581\r\n DayBookingInst?: string// 589\r\n BookingUnit?: string// 590\r\n PreallocMethod?: string// 591\r\n AllocID?: string// 70\r\n PreAllocGrp?: IPreAllocGrp\r\n SettlType?: string// 63\r\n SettlDate?: Date// 64\r\n CashMargin?: string// 544\r\n ClearingFeeIndicator?: string// 635\r\n HandlInst?: string// 21\r\n ExecInst?: string// 18\r\n MinQty?: number// 110\r\n MaxFloor?: number// 111\r\n ExDestination?: string// 100\r\n TrdgSesGrp?: ITrdgSesGrp\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n Side: string// 54\r\n TransactTime: Date// 60\r\n QtyType?: number// 854\r\n OrderQtyData?: IOrderQtyData\r\n OrdType: string// 40\r\n PriceType?: number// 423\r\n Price?: number// 44\r\n StopPx?: number// 99\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n YieldData?: IYieldData\r\n PegInstructions?: IPegInstructions\r\n DiscretionInstructions?: IDiscretionInstructions\r\n TargetStrategy?: number// 847\r\n TargetStrategyParameters?: string// 848\r\n ParticipationRate?: number// 849\r\n ComplianceID?: string// 376\r\n SolicitedFlag?: boolean// 377\r\n Currency?: string// 15\r\n TimeInForce?: string// 59\r\n EffectiveTime?: Date// 168\r\n ExpireDate?: Date// 432\r\n ExpireTime?: Date// 126\r\n GTBookingInst?: number// 427\r\n CommissionData?: ICommissionData\r\n OrderCapacity?: string// 528\r\n OrderRestrictions?: string// 529\r\n CustOrderCapacity?: number// 582\r\n ForexReq?: boolean// 121\r\n SettlCurrency?: string// 120\r\n BookingType?: number// 775\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n SettlDate2?: Date// 193\r\n OrderQty2?: number// 192\r\n Price2?: number// 640\r\n PositionEffect?: string// 77\r\n CoveredOrUncovered?: number// 203\r\n MaxShow?: number// 210\r\n LocateReqd?: boolean// 114\r\n CancellationRights?: string// 480\r\n MoneyLaunderingStatus?: string// 481\r\n RegistID?: string// 513\r\n Designation?: string// 494\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"order_cancel_replace_request.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/order_cancel_replace_request.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IParties } from './set/parties'\r\nimport { IPreAllocGrp } from './set/pre_alloc_grp'\r\nimport { ITrdgSesGrp } from './set/trdg_ses_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IOrderQtyData } from './set/order_qty_data'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IYieldData } from './set/yield_data'\r\nimport { IPegInstructions } from './set/peg_instructions'\r\nimport { IDiscretionInstructions } from './set/discretion_instructions'\r\nimport { ICommissionData } from './set/commission_data'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IOrderCancelReplaceRequest {\r\n StandardHeader: IStandardHeader\r\n OrderID?: string// 37\r\n Parties?: IParties\r\n TradeOriginationDate?: Date// 229\r\n TradeDate?: Date// 75\r\n OrigClOrdID: string// 41\r\n ClOrdID: string// 11\r\n SecondaryClOrdID?: string// 526\r\n ClOrdLinkID?: string// 583\r\n ListID?: string// 66\r\n OrigOrdModTime?: Date// 586\r\n Account?: string// 1\r\n AcctIDSource?: number// 660\r\n AccountType?: number// 581\r\n DayBookingInst?: string// 589\r\n BookingUnit?: string// 590\r\n PreallocMethod?: string// 591\r\n AllocID?: string// 70\r\n PreAllocGrp?: IPreAllocGrp\r\n SettlType?: string// 63\r\n SettlDate?: Date// 64\r\n CashMargin?: string// 544\r\n ClearingFeeIndicator?: string// 635\r\n HandlInst?: string// 21\r\n ExecInst?: string// 18\r\n MinQty?: number// 110\r\n MaxFloor?: number// 111\r\n ExDestination?: string// 100\r\n TrdgSesGrp?: ITrdgSesGrp\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n Side: string// 54\r\n TransactTime: Date// 60\r\n QtyType?: number// 854\r\n OrderQtyData?: IOrderQtyData\r\n OrdType: string// 40\r\n PriceType?: number// 423\r\n Price?: number// 44\r\n StopPx?: number// 99\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n YieldData?: IYieldData\r\n PegInstructions?: IPegInstructions\r\n DiscretionInstructions?: IDiscretionInstructions\r\n TargetStrategy?: number// 847\r\n TargetStrategyParameters?: string// 848\r\n ParticipationRate?: number// 849\r\n ComplianceID?: string// 376\r\n SolicitedFlag?: boolean// 377\r\n Currency?: string// 15\r\n TimeInForce?: string// 59\r\n EffectiveTime?: Date// 168\r\n ExpireDate?: Date// 432\r\n ExpireTime?: Date// 126\r\n GTBookingInst?: number// 427\r\n CommissionData?: ICommissionData\r\n OrderCapacity?: string// 528\r\n OrderRestrictions?: string// 529\r\n CustOrderCapacity?: number// 582\r\n ForexReq?: boolean// 121\r\n SettlCurrency?: string// 120\r\n BookingType?: number// 775\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n SettlDate2?: Date// 193\r\n OrderQty2?: number// 192\r\n Price2?: number// 640\r\n PositionEffect?: string// 77\r\n CoveredOrUncovered?: number// 203\r\n MaxShow?: number// 210\r\n LocateReqd?: boolean// 114\r\n CancellationRights?: string// 480\r\n MoneyLaunderingStatus?: string// 481\r\n RegistID?: string// 513\r\n Designation?: string// 494\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,10 +1,13 @@
|
|
|
1
1
|
/// <reference types="node" />
|
|
2
|
+
import { IStandardHeader } from './set/standard_header';
|
|
2
3
|
import { IParties } from './set/parties';
|
|
3
4
|
import { IInstrument } from './set/instrument';
|
|
4
5
|
import { IFinancingDetails } from './set/financing_details';
|
|
5
6
|
import { IUndInstrmtGrp } from './set/und_instrmt_grp';
|
|
6
7
|
import { IOrderQtyData } from './set/order_qty_data';
|
|
8
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
7
9
|
export interface IOrderCancelRequest {
|
|
10
|
+
StandardHeader: IStandardHeader;
|
|
8
11
|
OrigClOrdID: string;
|
|
9
12
|
OrderID?: string;
|
|
10
13
|
ClOrdID: string;
|
|
@@ -26,4 +29,5 @@ export interface IOrderCancelRequest {
|
|
|
26
29
|
Text?: string;
|
|
27
30
|
EncodedTextLen?: number;
|
|
28
31
|
EncodedText?: Buffer;
|
|
32
|
+
StandardTrailer: IStandardTrailer;
|
|
29
33
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"order_cancel_request.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/order_cancel_request.ts"],"names":[],"mappings":"","sourcesContent":["import { IParties } from './set/parties'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IOrderQtyData } from './set/order_qty_data'\r\n\r\nexport interface IOrderCancelRequest {\r\n OrigClOrdID: string// 41\r\n OrderID?: string// 37\r\n ClOrdID: string// 11\r\n SecondaryClOrdID?: string// 526\r\n ClOrdLinkID?: string// 583\r\n ListID?: string// 66\r\n OrigOrdModTime?: Date// 586\r\n Account?: string// 1\r\n AcctIDSource?: number// 660\r\n AccountType?: number// 581\r\n Parties?: IParties\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n Side: string// 54\r\n TransactTime: Date// 60\r\n OrderQtyData?: IOrderQtyData\r\n ComplianceID?: string// 376\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n}\r\n"]}
|
|
1
|
+
{"version":3,"file":"order_cancel_request.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/order_cancel_request.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IParties } from './set/parties'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IOrderQtyData } from './set/order_qty_data'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IOrderCancelRequest {\r\n StandardHeader: IStandardHeader\r\n OrigClOrdID: string// 41\r\n OrderID?: string// 37\r\n ClOrdID: string// 11\r\n SecondaryClOrdID?: string// 526\r\n ClOrdLinkID?: string// 583\r\n ListID?: string// 66\r\n OrigOrdModTime?: Date// 586\r\n Account?: string// 1\r\n AcctIDSource?: number// 660\r\n AccountType?: number// 581\r\n Parties?: IParties\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n Side: string// 54\r\n TransactTime: Date// 60\r\n OrderQtyData?: IOrderQtyData\r\n ComplianceID?: string// 376\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
|
|
@@ -1,8 +1,11 @@
|
|
|
1
1
|
/// <reference types="node" />
|
|
2
|
+
import { IStandardHeader } from './set/standard_header';
|
|
2
3
|
import { IAffectedOrdGrp } from './set/affected_ord_grp';
|
|
3
4
|
import { IInstrument } from './set/instrument';
|
|
4
5
|
import { IUnderlyingInstrument } from './set/underlying_instrument';
|
|
6
|
+
import { IStandardTrailer } from './set/standard_trailer';
|
|
5
7
|
export interface IOrderMassCancelReport {
|
|
8
|
+
StandardHeader: IStandardHeader;
|
|
6
9
|
ClOrdID?: string;
|
|
7
10
|
SecondaryClOrdID?: string;
|
|
8
11
|
OrderID: string;
|
|
@@ -21,4 +24,5 @@ export interface IOrderMassCancelReport {
|
|
|
21
24
|
Text?: string;
|
|
22
25
|
EncodedTextLen?: number;
|
|
23
26
|
EncodedText?: Buffer;
|
|
27
|
+
StandardTrailer: IStandardTrailer;
|
|
24
28
|
}
|