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
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import { IStandardHeader } from './set/standard_header'
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import { IParties } from './set/parties'
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import { IExecCollGrp } from './set/exec_coll_grp'
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import { ITrdCollGrp } from './set/trd_coll_grp'
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@@ -9,8 +10,10 @@ import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
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import { IMiscFeesGrp } from './set/misc_fees_grp'
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import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
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import { IStipulations } from './set/stipulations'
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import { IStandardTrailer } from './set/standard_trailer'
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export interface ICollateralRequest {
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StandardHeader: IStandardHeader
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CollReqID: string// 894
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CollAsgnReason: number// 895
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Text?: string// 58
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EncodedTextLen?: number// 354
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EncodedText?: Buffer// 355
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StandardTrailer: IStandardTrailer
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}
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@@ -1,3 +1,4 @@
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import { IStandardHeader } from './set/standard_header'
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import { IParties } from './set/parties'
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import { IExecCollGrp } from './set/exec_coll_grp'
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import { ITrdCollGrp } from './set/trd_coll_grp'
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@@ -9,8 +10,10 @@ import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
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import { IMiscFeesGrp } from './set/misc_fees_grp'
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import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
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import { IStipulations } from './set/stipulations'
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import { IStandardTrailer } from './set/standard_trailer'
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export interface ICollateralResponse {
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+
StandardHeader: IStandardHeader
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CollRespID: string// 904
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CollAsgnID: string// 902
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CollReqID?: string// 894
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@@ -53,4 +56,5 @@ export interface ICollateralResponse {
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Text?: string// 58
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EncodedTextLen?: number// 354
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EncodedText?: Buffer// 355
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StandardTrailer: IStandardTrailer
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}
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@@ -1,3 +1,4 @@
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import { IStandardHeader } from './set/standard_header'
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import { IParties } from './set/parties'
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import { IOrdAllocGrp } from './set/ord_alloc_grp'
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import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
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@@ -13,8 +14,10 @@ import { ISettlInstructionsData } from './set/settl_instructions_data'
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import { ICommissionData } from './set/commission_data'
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import { IMiscFeesGrp } from './set/misc_fees_grp'
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import { IStandardTrailer } from './set/standard_trailer'
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export interface IConfirmation {
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StandardHeader: IStandardHeader
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ConfirmID: string// 664
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ConfirmRefID?: string// 772
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ConfirmReqID?: string// 859
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@@ -80,4 +83,5 @@ export interface IConfirmation {
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SharedCommission?: number// 858
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Stipulations?: IStipulations
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StandardTrailer: IStandardTrailer
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}
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@@ -1,4 +1,8 @@
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import { IStandardHeader } from './set/standard_header'
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import { IStandardTrailer } from './set/standard_trailer'
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export interface IConfirmationAck {
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StandardHeader: IStandardHeader
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ConfirmID: string// 664
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TradeDate: Date// 75
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TransactTime: Date// 60
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@@ -8,4 +12,5 @@ export interface IConfirmationAck {
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Text?: string// 58
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EncodedTextLen?: number// 354
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EncodedText?: Buffer// 355
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StandardTrailer: IStandardTrailer
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}
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@@ -1,6 +1,9 @@
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+
import { IStandardHeader } from './set/standard_header'
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import { IOrdAllocGrp } from './set/ord_alloc_grp'
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+
import { IStandardTrailer } from './set/standard_trailer'
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export interface IConfirmationRequest {
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+
StandardHeader: IStandardHeader
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7
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ConfirmReqID: string// 859
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8
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ConfirmType: number// 773
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OrdAllocGrp?: IOrdAllocGrp
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@@ -14,4 +17,5 @@ export interface IConfirmationRequest {
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17
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Text?: string// 58
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|
EncodedTextLen?: number// 354
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|
EncodedText?: Buffer// 355
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+
StandardTrailer: IStandardTrailer
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21
|
}
|
|
@@ -1,3 +1,4 @@
|
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1
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+
import { IStandardHeader } from './set/standard_header'
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1
2
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import { ISideCrossOrdModGrp } from './set/side_cross_ord_mod_grp'
|
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3
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import { IInstrument } from './set/instrument'
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3
4
|
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
|
|
@@ -8,8 +9,10 @@ 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
|
|
|
12
14
|
export interface ICrossOrderCancelReplaceRequest {
|
|
15
|
+
StandardHeader: IStandardHeader
|
|
13
16
|
OrderID?: string// 37
|
|
14
17
|
CrossID: string// 548
|
|
15
18
|
OrigCrossID: string// 551
|
|
@@ -57,4 +60,5 @@ export interface ICrossOrderCancelReplaceRequest {
|
|
|
57
60
|
MoneyLaunderingStatus?: string// 481
|
|
58
61
|
RegistID?: string// 513
|
|
59
62
|
Designation?: string// 494
|
|
63
|
+
StandardTrailer: IStandardTrailer
|
|
60
64
|
}
|
|
@@ -1,9 +1,12 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { ISideCrossOrdCxlGrp } from './set/side_cross_ord_cxl_grp'
|
|
2
3
|
import { IInstrument } from './set/instrument'
|
|
3
4
|
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
|
|
4
5
|
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
|
|
6
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
5
7
|
|
|
6
8
|
export interface ICrossOrderCancelRequest {
|
|
9
|
+
StandardHeader: IStandardHeader
|
|
7
10
|
OrderID?: string// 37
|
|
8
11
|
CrossID: string// 548
|
|
9
12
|
OrigCrossID: string// 551
|
|
@@ -14,4 +17,5 @@ export interface ICrossOrderCancelRequest {
|
|
|
14
17
|
UndInstrmtGrp?: IUndInstrmtGrp
|
|
15
18
|
InstrmtLegGrp?: IInstrmtLegGrp
|
|
16
19
|
TransactTime: Date// 60
|
|
20
|
+
StandardTrailer: IStandardTrailer
|
|
17
21
|
}
|
|
@@ -1,7 +1,10 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IUnderlyingInstrument } from './set/underlying_instrument'
|
|
2
3
|
import { IRelSymDerivSecGrp } from './set/rel_sym_deriv_sec_grp'
|
|
4
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
3
5
|
|
|
4
6
|
export interface IDerivativeSecurityList {
|
|
7
|
+
StandardHeader: IStandardHeader
|
|
5
8
|
SecurityReqID: string// 320
|
|
6
9
|
SecurityResponseID: string// 322
|
|
7
10
|
SecurityRequestResult: number// 560
|
|
@@ -9,4 +12,5 @@ export interface IDerivativeSecurityList {
|
|
|
9
12
|
TotNoRelatedSym?: number// 393
|
|
10
13
|
LastFragment?: boolean// 893
|
|
11
14
|
RelSymDerivSecGrp?: IRelSymDerivSecGrp
|
|
15
|
+
StandardTrailer: IStandardTrailer
|
|
12
16
|
}
|
|
@@ -1,6 +1,9 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IUnderlyingInstrument } from './set/underlying_instrument'
|
|
3
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
2
4
|
|
|
3
5
|
export interface IDerivativeSecurityListRequest {
|
|
6
|
+
StandardHeader: IStandardHeader
|
|
4
7
|
SecurityReqID: string// 320
|
|
5
8
|
SecurityListRequestType: number// 559
|
|
6
9
|
UnderlyingInstrument?: IUnderlyingInstrument
|
|
@@ -12,4 +15,5 @@ export interface IDerivativeSecurityListRequest {
|
|
|
12
15
|
TradingSessionID?: string// 336
|
|
13
16
|
TradingSessionSubID?: string// 625
|
|
14
17
|
SubscriptionRequestType?: string// 263
|
|
18
|
+
StandardTrailer: IStandardTrailer
|
|
15
19
|
}
|
|
@@ -1,9 +1,12 @@
|
|
|
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 { IOrderQtyData } from './set/order_qty_data'
|
|
6
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
5
7
|
|
|
6
8
|
export interface IDontKnowTrade {
|
|
9
|
+
StandardHeader: IStandardHeader
|
|
7
10
|
OrderID: string// 37
|
|
8
11
|
SecondaryOrderID?: string// 198
|
|
9
12
|
ExecID: string// 17
|
|
@@ -18,4 +21,5 @@ export interface IDontKnowTrade {
|
|
|
18
21
|
Text?: string// 58
|
|
19
22
|
EncodedTextLen?: number// 354
|
|
20
23
|
EncodedText?: Buffer// 355
|
|
24
|
+
StandardTrailer: IStandardTrailer
|
|
21
25
|
}
|
|
@@ -1,10 +1,13 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IRoutingGrp } from './set/routing_grp'
|
|
2
3
|
import { IInstrmtGrp } from './set/instrmt_grp'
|
|
3
4
|
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
|
|
4
5
|
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
|
|
5
6
|
import { ILinesOfTextGrp } from './set/lines_of_text_grp'
|
|
7
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
6
8
|
|
|
7
9
|
export interface IEmail {
|
|
10
|
+
StandardHeader: IStandardHeader
|
|
8
11
|
EmailThreadID: string// 164
|
|
9
12
|
EmailType: string// 94
|
|
10
13
|
OrigTime?: Date// 42
|
|
@@ -20,4 +23,5 @@ export interface IEmail {
|
|
|
20
23
|
LinesOfTextGrp?: ILinesOfTextGrp
|
|
21
24
|
RawDataLength?: number// 95
|
|
22
25
|
RawData?: Buffer// 96
|
|
26
|
+
StandardTrailer: IStandardTrailer
|
|
23
27
|
}
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IParties } from './set/parties'
|
|
2
3
|
import { IContraGrp } from './set/contra_grp'
|
|
3
4
|
import { IInstrument } from './set/instrument'
|
|
@@ -13,8 +14,10 @@ import { IYieldData } from './set/yield_data'
|
|
|
13
14
|
import { IContAmtGrp } from './set/cont_amt_grp'
|
|
14
15
|
import { IInstrmtLegExecGrp } from './set/instrmt_leg_exec_grp'
|
|
15
16
|
import { IMiscFeesGrp } from './set/misc_fees_grp'
|
|
17
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
16
18
|
|
|
17
19
|
export interface IExecutionReport {
|
|
20
|
+
StandardHeader: IStandardHeader
|
|
18
21
|
OrderID: string// 37
|
|
19
22
|
SecondaryOrderID?: string// 198
|
|
20
23
|
SecondaryClOrdID?: string// 526
|
|
@@ -153,4 +156,5 @@ export interface IExecutionReport {
|
|
|
153
156
|
InstrmtLegExecGrp?: IInstrmtLegExecGrp
|
|
154
157
|
CopyMsgIndicator?: boolean// 797
|
|
155
158
|
MiscFeesGrp?: IMiscFeesGrp
|
|
159
|
+
StandardTrailer: IStandardTrailer
|
|
156
160
|
}
|
|
@@ -119,6 +119,8 @@ export * from './set/exec_alloc_grp_no_execs'
|
|
|
119
119
|
export * from './set/exec_coll_grp'
|
|
120
120
|
export * from './set/exec_coll_grp_no_execs'
|
|
121
121
|
export * from './set/financing_details'
|
|
122
|
+
export * from './set/hop'
|
|
123
|
+
export * from './set/hop_no_hops'
|
|
122
124
|
export * from './set/instrmt_grp'
|
|
123
125
|
export * from './set/instrmt_grp_no_related_sym'
|
|
124
126
|
export * from './set/instrmt_leg_exec_grp'
|
|
@@ -244,6 +246,8 @@ export * from './set/side_cross_ord_cxl_grp_no_sides'
|
|
|
244
246
|
export * from './set/side_cross_ord_mod_grp'
|
|
245
247
|
export * from './set/side_cross_ord_mod_grp_no_sides'
|
|
246
248
|
export * from './set/spread_or_benchmark_curve_data'
|
|
249
|
+
export * from './set/standard_header'
|
|
250
|
+
export * from './set/standard_trailer'
|
|
247
251
|
export * from './set/stipulations'
|
|
248
252
|
export * from './set/stipulations_no_stipulations'
|
|
249
253
|
export * from './set/trd_alloc_grp'
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IInstrument } from './set/instrument'
|
|
2
3
|
import { IFinancingDetails } from './set/financing_details'
|
|
3
4
|
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
|
|
@@ -8,8 +9,10 @@ import { IIOIQualGrp } from './set/ioi_qual_grp'
|
|
|
8
9
|
import { IRoutingGrp } from './set/routing_grp'
|
|
9
10
|
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
|
|
10
11
|
import { IYieldData } from './set/yield_data'
|
|
12
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
11
13
|
|
|
12
14
|
export interface IIOI {
|
|
15
|
+
StandardHeader: IStandardHeader
|
|
13
16
|
IOIID: string// 23
|
|
14
17
|
IOITransType: string// 28
|
|
15
18
|
IOIRefID?: string// 26
|
|
@@ -37,4 +40,5 @@ export interface IIOI {
|
|
|
37
40
|
RoutingGrp?: IRoutingGrp
|
|
38
41
|
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData
|
|
39
42
|
YieldData?: IYieldData
|
|
43
|
+
StandardTrailer: IStandardTrailer
|
|
40
44
|
}
|
|
@@ -1,4 +1,8 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
2
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
3
|
+
|
|
1
4
|
export interface IListCancelRequest {
|
|
5
|
+
StandardHeader: IStandardHeader
|
|
2
6
|
ListID: string// 66
|
|
3
7
|
TransactTime: Date// 60
|
|
4
8
|
TradeOriginationDate?: Date// 229
|
|
@@ -6,4 +10,5 @@ export interface IListCancelRequest {
|
|
|
6
10
|
Text?: string// 58
|
|
7
11
|
EncodedTextLen?: number// 354
|
|
8
12
|
EncodedText?: Buffer// 355
|
|
13
|
+
StandardTrailer: IStandardTrailer
|
|
9
14
|
}
|
|
@@ -1,9 +1,14 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
2
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
3
|
+
|
|
1
4
|
export interface IListExecute {
|
|
2
|
-
|
|
5
|
+
StandardHeader: IStandardHeader
|
|
6
|
+
ListID: string// 66
|
|
3
7
|
ClientBidID?: string// 391
|
|
4
8
|
BidID?: string// 390
|
|
5
9
|
TransactTime: Date// 60
|
|
6
10
|
Text?: string// 58
|
|
7
11
|
EncodedTextLen?: number// 354
|
|
8
12
|
EncodedText?: Buffer// 355
|
|
13
|
+
StandardTrailer: IStandardTrailer
|
|
9
14
|
}
|
|
@@ -1,6 +1,9 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IOrdListStatGrp } from './set/ord_list_stat_grp'
|
|
3
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
2
4
|
|
|
3
5
|
export interface IListStatus {
|
|
6
|
+
StandardHeader: IStandardHeader
|
|
4
7
|
ListID: string// 66
|
|
5
8
|
ListStatusType: number// 429
|
|
6
9
|
NoRpts: number// 82
|
|
@@ -13,4 +16,5 @@ export interface IListStatus {
|
|
|
13
16
|
TotNoOrders: number// 68
|
|
14
17
|
LastFragment?: boolean// 893
|
|
15
18
|
OrdListStatGrp?: IOrdListStatGrp
|
|
19
|
+
StandardTrailer: IStandardTrailer
|
|
16
20
|
}
|
|
@@ -1,6 +1,11 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
2
|
+
import { IStandardTrailer } from './set/standard_trailer'
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+
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|
export interface IListStatusRequest {
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+
StandardHeader: IStandardHeader
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6
|
ListID: string// 66
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7
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Text?: string// 58
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4
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|
EncodedTextLen?: number// 354
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5
9
|
EncodedText?: Buffer// 355
|
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+
StandardTrailer: IStandardTrailer
|
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6
11
|
}
|
|
@@ -1,10 +1,14 @@
|
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1
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+
import { IStandardHeader } from './set/standard_header'
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1
2
|
import { IInstrmtStrkPxGrp } from './set/instrmt_strk_px_grp'
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|
import { IUndInstrmtStrkPxGrp } from './set/und_instrmt_strk_px_grp'
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+
import { IStandardTrailer } from './set/standard_trailer'
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|
export interface IListStrikePrice {
|
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7
|
+
StandardHeader: IStandardHeader
|
|
5
8
|
ListID: string// 66
|
|
6
9
|
TotNoStrikes: number// 422
|
|
7
10
|
LastFragment?: boolean// 893
|
|
8
11
|
InstrmtStrkPxGrp?: IInstrmtStrkPxGrp
|
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9
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|
UndInstrmtStrkPxGrp?: IUndInstrmtStrkPxGrp
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+
StandardTrailer: IStandardTrailer
|
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10
14
|
}
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@@ -1,6 +1,9 @@
|
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1
|
+
import { IStandardHeader } from './set/standard_header'
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1
2
|
import { ILogonNoMsgTypes } from './set/logon_no_msg_types'
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+
import { IStandardTrailer } from './set/standard_trailer'
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|
export interface ILogon {
|
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+
StandardHeader: IStandardHeader
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4
7
|
EncryptMethod: number// 98
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5
8
|
HeartBtInt: number// 108
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9
|
RawDataLength?: number// 95
|
|
@@ -12,4 +15,5 @@ export interface ILogon {
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|
TestMessageIndicator?: boolean// 464
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13
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Username?: string// 553
|
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Password?: string// 554
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+
StandardTrailer: IStandardTrailer
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15
19
|
}
|
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@@ -1,5 +1,10 @@
|
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1
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+
import { IStandardHeader } from './set/standard_header'
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2
|
+
import { IStandardTrailer } from './set/standard_trailer'
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+
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1
4
|
export interface ILogout {
|
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-
|
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+
StandardHeader: IStandardHeader
|
|
6
|
+
Text?: string// 58
|
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3
7
|
EncodedTextLen?: number// 354
|
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4
8
|
EncodedText?: Buffer// 355
|
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9
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+
StandardTrailer: IStandardTrailer
|
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5
10
|
}
|
|
@@ -1,8 +1,12 @@
|
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1
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+
import { IStandardHeader } from './set/standard_header'
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1
2
|
import { IMDIncGrp } from './set/md_inc_grp'
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+
import { IStandardTrailer } from './set/standard_trailer'
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2
4
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5
|
export interface IMarketDataIncrementalRefresh {
|
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6
|
+
StandardHeader: IStandardHeader
|
|
4
7
|
MDReqID?: string// 262
|
|
5
8
|
MDIncGrp?: IMDIncGrp
|
|
6
9
|
ApplQueueDepth?: number// 813
|
|
7
10
|
ApplQueueResolution?: number// 814
|
|
11
|
+
StandardTrailer: IStandardTrailer
|
|
8
12
|
}
|
|
@@ -1,8 +1,11 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IMDReqGrp } from './set/md_req_grp'
|
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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
|
|
|
5
7
|
export interface IMarketDataRequest {
|
|
8
|
+
StandardHeader: IStandardHeader
|
|
6
9
|
MDReqID: string// 262
|
|
7
10
|
SubscriptionRequestType: string// 263
|
|
8
11
|
MarketDepth: number// 264
|
|
@@ -16,4 +19,5 @@ export interface IMarketDataRequest {
|
|
|
16
19
|
TrdgSesGrp?: ITrdgSesGrp
|
|
17
20
|
ApplQueueAction?: number// 815
|
|
18
21
|
ApplQueueMax?: number// 812
|
|
22
|
+
StandardTrailer: IStandardTrailer
|
|
19
23
|
}
|
|
@@ -1,10 +1,14 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IMDRjctGrp } from './set/md_rjct_grp'
|
|
3
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
2
4
|
|
|
3
5
|
export interface IMarketDataRequestReject {
|
|
6
|
+
StandardHeader: IStandardHeader
|
|
4
7
|
MDReqID: string// 262
|
|
5
8
|
MDReqRejReason?: string// 281
|
|
6
9
|
MDRjctGrp?: IMDRjctGrp
|
|
7
10
|
Text?: string// 58
|
|
8
11
|
EncodedTextLen?: number// 354
|
|
9
12
|
EncodedText?: Buffer// 355
|
|
13
|
+
StandardTrailer: IStandardTrailer
|
|
10
14
|
}
|
|
@@ -1,9 +1,12 @@
|
|
|
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
|
|
|
6
8
|
export interface IMarketDataSnapshotFullRefresh {
|
|
9
|
+
StandardHeader: IStandardHeader
|
|
7
10
|
MDReqID?: string// 262
|
|
8
11
|
Instrument?: IInstrument
|
|
9
12
|
UndInstrmtGrp?: IUndInstrmtGrp
|
|
@@ -14,4 +17,5 @@ export interface IMarketDataSnapshotFullRefresh {
|
|
|
14
17
|
MDFullGrp?: IMDFullGrp
|
|
15
18
|
ApplQueueDepth?: number// 813
|
|
16
19
|
ApplQueueResolution?: number// 814
|
|
20
|
+
StandardTrailer: IStandardTrailer
|
|
17
21
|
}
|
|
@@ -1,7 +1,10 @@
|
|
|
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
|
|
|
4
6
|
export interface IMassQuote {
|
|
7
|
+
StandardHeader: IStandardHeader
|
|
5
8
|
QuoteReqID?: string// 131
|
|
6
9
|
QuoteID: string// 117
|
|
7
10
|
QuoteType?: number// 537
|
|
@@ -13,4 +16,5 @@ export interface IMassQuote {
|
|
|
13
16
|
DefBidSize?: number// 293
|
|
14
17
|
DefOfferSize?: number// 294
|
|
15
18
|
QuotSetGrp?: IQuotSetGrp
|
|
19
|
+
StandardTrailer: IStandardTrailer
|
|
16
20
|
}
|
|
@@ -1,7 +1,10 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IParties } from './set/parties'
|
|
2
3
|
import { IQuotSetAckGrp } from './set/quot_set_ack_grp'
|
|
4
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
3
5
|
|
|
4
6
|
export interface IMassQuoteAcknowledgement {
|
|
7
|
+
StandardHeader: IStandardHeader
|
|
5
8
|
QuoteReqID?: string// 131
|
|
6
9
|
QuoteID?: string// 117
|
|
7
10
|
QuoteStatus: number// 297
|
|
@@ -16,4 +19,5 @@ export interface IMassQuoteAcknowledgement {
|
|
|
16
19
|
EncodedTextLen?: number// 354
|
|
17
20
|
EncodedText?: Buffer// 355
|
|
18
21
|
QuotSetAckGrp?: IQuotSetAckGrp
|
|
22
|
+
StandardTrailer: IStandardTrailer
|
|
19
23
|
}
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IParties } from './set/parties'
|
|
2
3
|
import { IPreAllocMlegGrp } from './set/pre_alloc_mleg_grp'
|
|
3
4
|
import { ITrdgSesGrp } from './set/trdg_ses_grp'
|
|
@@ -8,8 +9,10 @@ import { IOrderQtyData } from './set/order_qty_data'
|
|
|
8
9
|
import { ICommissionData } from './set/commission_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
|
|
|
12
14
|
export interface IMultilegOrderCancelReplace {
|
|
15
|
+
StandardHeader: IStandardHeader
|
|
13
16
|
OrderID?: string// 37
|
|
14
17
|
OrigClOrdID: string// 41
|
|
15
18
|
ClOrdID: string// 11
|
|
@@ -84,4 +87,5 @@ export interface IMultilegOrderCancelReplace {
|
|
|
84
87
|
RegistID?: string// 513
|
|
85
88
|
Designation?: string// 494
|
|
86
89
|
MultiLegRptTypeReq?: number// 563
|
|
90
|
+
StandardTrailer: IStandardTrailer
|
|
87
91
|
}
|
|
@@ -1,7 +1,11 @@
|
|
|
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
|
|
|
3
5
|
export interface INetworkCounterpartySystemStatusRequest {
|
|
6
|
+
StandardHeader: IStandardHeader
|
|
4
7
|
NetworkRequestType: number// 935
|
|
5
8
|
NetworkRequestID: string// 933
|
|
6
9
|
CompIDReqGrp?: ICompIDReqGrp
|
|
10
|
+
StandardTrailer: IStandardTrailer
|
|
7
11
|
}
|
|
@@ -1,9 +1,13 @@
|
|
|
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
|
|
|
3
5
|
export interface INetworkCounterpartySystemStatusResponse {
|
|
6
|
+
StandardHeader: IStandardHeader
|
|
4
7
|
NetworkStatusResponseType: number// 937
|
|
5
8
|
NetworkRequestID?: string// 933
|
|
6
9
|
NetworkResponseID: string// 932
|
|
7
10
|
LastNetworkResponseID?: string// 934
|
|
8
11
|
CompIDStatGrp?: ICompIDStatGrp
|
|
12
|
+
StandardTrailer: IStandardTrailer
|
|
9
13
|
}
|
|
@@ -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'
|
|
@@ -8,8 +9,10 @@ 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
|
|
|
12
14
|
export interface INewOrderCross {
|
|
15
|
+
StandardHeader: IStandardHeader
|
|
13
16
|
CrossID: string// 548
|
|
14
17
|
CrossType: number// 549
|
|
15
18
|
CrossPrioritization: number// 550
|
|
@@ -55,4 +58,5 @@ export interface INewOrderCross {
|
|
|
55
58
|
MoneyLaunderingStatus?: string// 481
|
|
56
59
|
RegistID?: string// 513
|
|
57
60
|
Designation?: string// 494
|
|
61
|
+
StandardTrailer: IStandardTrailer
|
|
58
62
|
}
|
|
@@ -1,6 +1,9 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IListOrdGrp } from './set/list_ord_grp'
|
|
3
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
2
4
|
|
|
3
5
|
export interface INewOrderList {
|
|
6
|
+
StandardHeader: IStandardHeader
|
|
4
7
|
ListID: string// 66
|
|
5
8
|
BidID?: string// 390
|
|
6
9
|
ClientBidID?: string// 391
|
|
@@ -20,4 +23,5 @@ export interface INewOrderList {
|
|
|
20
23
|
TotNoOrders: number// 68
|
|
21
24
|
LastFragment?: boolean// 893
|
|
22
25
|
ListOrdGrp?: IListOrdGrp
|
|
26
|
+
StandardTrailer: IStandardTrailer
|
|
23
27
|
}
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IParties } from './set/parties'
|
|
2
3
|
import { IPreAllocMlegGrp } from './set/pre_alloc_mleg_grp'
|
|
3
4
|
import { ITrdgSesGrp } from './set/trdg_ses_grp'
|
|
@@ -8,8 +9,10 @@ import { IOrderQtyData } from './set/order_qty_data'
|
|
|
8
9
|
import { ICommissionData } from './set/commission_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
|
|
|
12
14
|
export interface INewOrderMultileg {
|
|
15
|
+
StandardHeader: IStandardHeader
|
|
13
16
|
ClOrdID: string// 11
|
|
14
17
|
SecondaryClOrdID?: string// 526
|
|
15
18
|
ClOrdLinkID?: string// 583
|
|
@@ -81,4 +84,5 @@ export interface INewOrderMultileg {
|
|
|
81
84
|
RegistID?: string// 513
|
|
82
85
|
Designation?: string// 494
|
|
83
86
|
MultiLegRptTypeReq?: number// 563
|
|
87
|
+
StandardTrailer: IStandardTrailer
|
|
84
88
|
}
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IParties } from './set/parties'
|
|
2
3
|
import { IPreAllocGrp } from './set/pre_alloc_grp'
|
|
3
4
|
import { ITrdgSesGrp } from './set/trdg_ses_grp'
|
|
@@ -11,8 +12,10 @@ import { IYieldData } from './set/yield_data'
|
|
|
11
12
|
import { ICommissionData } from './set/commission_data'
|
|
12
13
|
import { IPegInstructions } from './set/peg_instructions'
|
|
13
14
|
import { IDiscretionInstructions } from './set/discretion_instructions'
|
|
15
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
14
16
|
|
|
15
17
|
export interface INewOrderSingle {
|
|
18
|
+
StandardHeader: IStandardHeader
|
|
16
19
|
ClOrdID: string// 11
|
|
17
20
|
SecondaryClOrdID?: string// 526
|
|
18
21
|
ClOrdLinkID?: string// 583
|
|
@@ -89,4 +92,5 @@ export interface INewOrderSingle {
|
|
|
89
92
|
MoneyLaunderingStatus?: string// 481
|
|
90
93
|
RegistID?: string// 513
|
|
91
94
|
Designation?: string// 494
|
|
95
|
+
StandardTrailer: IStandardTrailer
|
|
92
96
|
}
|
|
@@ -1,10 +1,13 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IRoutingGrp } from './set/routing_grp'
|
|
2
3
|
import { IInstrmtGrp } from './set/instrmt_grp'
|
|
3
4
|
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
|
|
4
5
|
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
|
|
5
6
|
import { ILinesOfTextGrp } from './set/lines_of_text_grp'
|
|
7
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
6
8
|
|
|
7
9
|
export interface INews {
|
|
10
|
+
StandardHeader: IStandardHeader
|
|
8
11
|
OrigTime?: Date// 42
|
|
9
12
|
Urgency?: string// 61
|
|
10
13
|
Headline: string// 148
|
|
@@ -18,4 +21,5 @@ export interface INews {
|
|
|
18
21
|
URLLink?: string// 149
|
|
19
22
|
RawDataLength?: number// 95
|
|
20
23
|
RawData?: Buffer// 96
|
|
24
|
+
StandardTrailer: IStandardTrailer
|
|
21
25
|
}
|