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 { IStandardTrailer } from './set/standard_trailer'
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export interface IOrderCancelReject {
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StandardHeader: IStandardHeader
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OrderID: string// 37
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SecondaryOrderID?: string// 198
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SecondaryClOrdID?: string// 526
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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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import { IStandardHeader } from './set/standard_header'
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import { IParties } from './set/parties'
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import { IPreAllocGrp } from './set/pre_alloc_grp'
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import { ITrdgSesGrp } from './set/trdg_ses_grp'
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import { IPegInstructions } from './set/peg_instructions'
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import { IDiscretionInstructions } from './set/discretion_instructions'
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import { ICommissionData } from './set/commission_data'
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+
import { IStandardTrailer } from './set/standard_trailer'
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export interface IOrderCancelReplaceRequest {
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+
StandardHeader: IStandardHeader
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OrderID?: string// 37
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Parties?: IParties
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TradeOriginationDate?: Date// 229
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@@ -87,4 +90,5 @@ export interface IOrderCancelReplaceRequest {
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MoneyLaunderingStatus?: string// 481
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RegistID?: string// 513
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Designation?: string// 494
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StandardTrailer: IStandardTrailer
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}
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@@ -1,10 +1,13 @@
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+
import { IStandardHeader } from './set/standard_header'
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import { IParties } from './set/parties'
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import { IInstrument } from './set/instrument'
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import { IFinancingDetails } from './set/financing_details'
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import { IUndInstrmtGrp } from './set/und_instrmt_grp'
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import { IOrderQtyData } from './set/order_qty_data'
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|
+
import { IStandardTrailer } from './set/standard_trailer'
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|
export interface IOrderCancelRequest {
|
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+
StandardHeader: IStandardHeader
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8
11
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OrigClOrdID: string// 41
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9
12
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OrderID?: string// 37
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ClOrdID: string// 11
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@@ -26,4 +29,5 @@ export interface IOrderCancelRequest {
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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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@@ -1,8 +1,11 @@
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1
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+
import { IStandardHeader } from './set/standard_header'
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1
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import { IAffectedOrdGrp } from './set/affected_ord_grp'
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import { IInstrument } from './set/instrument'
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import { IUnderlyingInstrument } from './set/underlying_instrument'
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+
import { IStandardTrailer } from './set/standard_trailer'
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6
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export interface IOrderMassCancelReport {
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8
|
+
StandardHeader: IStandardHeader
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6
9
|
ClOrdID?: string// 11
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7
10
|
SecondaryClOrdID?: string// 526
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8
11
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OrderID: string// 37
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@@ -21,4 +24,5 @@ export interface IOrderMassCancelReport {
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24
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Text?: string// 58
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25
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EncodedTextLen?: number// 354
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23
26
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EncodedText?: Buffer// 355
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+
StandardTrailer: IStandardTrailer
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24
28
|
}
|
|
@@ -1,7 +1,10 @@
|
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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 { IInstrument } from './set/instrument'
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import { IUnderlyingInstrument } from './set/underlying_instrument'
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+
import { IStandardTrailer } from './set/standard_trailer'
|
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3
5
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|
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4
6
|
export interface IOrderMassCancelRequest {
|
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7
|
+
StandardHeader: IStandardHeader
|
|
5
8
|
ClOrdID: string// 11
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6
9
|
SecondaryClOrdID?: string// 526
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7
10
|
MassCancelRequestType: string// 530
|
|
@@ -14,4 +17,5 @@ export interface IOrderMassCancelRequest {
|
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14
17
|
Text?: string// 58
|
|
15
18
|
EncodedTextLen?: number// 354
|
|
16
19
|
EncodedText?: Buffer// 355
|
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20
|
+
StandardTrailer: IStandardTrailer
|
|
17
21
|
}
|
|
@@ -1,8 +1,11 @@
|
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1
|
+
import { IStandardHeader } from './set/standard_header'
|
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1
2
|
import { IParties } from './set/parties'
|
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2
3
|
import { IInstrument } from './set/instrument'
|
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3
4
|
import { IUnderlyingInstrument } from './set/underlying_instrument'
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5
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
4
6
|
|
|
5
7
|
export interface IOrderMassStatusRequest {
|
|
8
|
+
StandardHeader: IStandardHeader
|
|
6
9
|
MassStatusReqID: string// 584
|
|
7
10
|
MassStatusReqType: number// 585
|
|
8
11
|
Parties?: IParties
|
|
@@ -13,4 +16,5 @@ export interface IOrderMassStatusRequest {
|
|
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13
16
|
Instrument?: IInstrument
|
|
14
17
|
UnderlyingInstrument?: IUnderlyingInstrument
|
|
15
18
|
Side?: string// 54
|
|
19
|
+
StandardTrailer: IStandardTrailer
|
|
16
20
|
}
|
|
@@ -1,9 +1,12 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IParties } from './set/parties'
|
|
2
3
|
import { IInstrument } from './set/instrument'
|
|
3
4
|
import { IFinancingDetails } from './set/financing_details'
|
|
4
5
|
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
|
|
6
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
5
7
|
|
|
6
8
|
export interface IOrderStatusRequest {
|
|
9
|
+
StandardHeader: IStandardHeader
|
|
7
10
|
OrderID?: string// 37
|
|
8
11
|
ClOrdID: string// 11
|
|
9
12
|
SecondaryClOrdID?: string// 526
|
|
@@ -16,4 +19,5 @@ export interface IOrderStatusRequest {
|
|
|
16
19
|
FinancingDetails?: IFinancingDetails
|
|
17
20
|
UndInstrmtGrp?: IUndInstrmtGrp
|
|
18
21
|
Side: string// 54
|
|
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 { IInstrument } from './set/instrument'
|
|
3
4
|
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
|
|
@@ -5,8 +6,10 @@ import { IUndInstrmtGrp } from './set/und_instrmt_grp'
|
|
|
5
6
|
import { ITrdgSesGrp } from './set/trdg_ses_grp'
|
|
6
7
|
import { IPositionQty } from './set/position_qty'
|
|
7
8
|
import { IPositionAmountData } from './set/position_amount_data'
|
|
9
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
8
10
|
|
|
9
11
|
export interface IPositionMaintenanceReport {
|
|
12
|
+
StandardHeader: IStandardHeader
|
|
10
13
|
PosMaintRptID: string// 721
|
|
11
14
|
PosTransType: number// 709
|
|
12
15
|
PosReqID?: string// 710
|
|
@@ -34,4 +37,5 @@ export interface IPositionMaintenanceReport {
|
|
|
34
37
|
Text?: string// 58
|
|
35
38
|
EncodedTextLen?: number// 354
|
|
36
39
|
EncodedText?: Buffer// 355
|
|
40
|
+
StandardTrailer: IStandardTrailer
|
|
37
41
|
}
|
|
@@ -1,11 +1,14 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IParties } from './set/parties'
|
|
2
3
|
import { IInstrument } from './set/instrument'
|
|
3
4
|
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
|
|
4
5
|
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
|
|
5
6
|
import { ITrdgSesGrp } from './set/trdg_ses_grp'
|
|
6
7
|
import { IPositionQty } from './set/position_qty'
|
|
8
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
7
9
|
|
|
8
10
|
export interface IPositionMaintenanceRequest {
|
|
11
|
+
StandardHeader: IStandardHeader
|
|
9
12
|
PosReqID: string// 710
|
|
10
13
|
PosTransType: number// 709
|
|
11
14
|
PosMaintAction: number// 712
|
|
@@ -32,4 +35,5 @@ export interface IPositionMaintenanceRequest {
|
|
|
32
35
|
Text?: string// 58
|
|
33
36
|
EncodedTextLen?: number// 354
|
|
34
37
|
EncodedText?: Buffer// 355
|
|
38
|
+
StandardTrailer: IStandardTrailer
|
|
35
39
|
}
|
|
@@ -1,11 +1,14 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IParties } from './set/parties'
|
|
2
3
|
import { IInstrument } from './set/instrument'
|
|
3
4
|
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
|
|
4
5
|
import { IPosUndInstrmtGrp } from './set/pos_und_instrmt_grp'
|
|
5
6
|
import { IPositionQty } from './set/position_qty'
|
|
6
7
|
import { IPositionAmountData } from './set/position_amount_data'
|
|
8
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
7
9
|
|
|
8
10
|
export interface IPositionReport {
|
|
11
|
+
StandardHeader: IStandardHeader
|
|
9
12
|
PosMaintRptID: string// 721
|
|
10
13
|
PosReqID?: string// 710
|
|
11
14
|
PosReqType?: number// 724
|
|
@@ -34,4 +37,5 @@ export interface IPositionReport {
|
|
|
34
37
|
Text?: string// 58
|
|
35
38
|
EncodedTextLen?: number// 354
|
|
36
39
|
EncodedText?: Buffer// 355
|
|
40
|
+
StandardTrailer: IStandardTrailer
|
|
37
41
|
}
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IQuotQualGrp } from './set/quot_qual_grp'
|
|
2
3
|
import { IParties } from './set/parties'
|
|
3
4
|
import { IInstrument } from './set/instrument'
|
|
@@ -8,8 +9,10 @@ import { IStipulations } from './set/stipulations'
|
|
|
8
9
|
import { ILegQuotGrp } from './set/leg_quot_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 IQuote {
|
|
15
|
+
StandardHeader: IStandardHeader
|
|
13
16
|
QuoteReqID?: string// 131
|
|
14
17
|
QuoteID: string// 117
|
|
15
18
|
QuoteRespID?: string// 693
|
|
@@ -69,4 +72,5 @@ export interface IQuote {
|
|
|
69
72
|
Text?: string// 58
|
|
70
73
|
EncodedTextLen?: number// 354
|
|
71
74
|
EncodedText?: Buffer// 355
|
|
75
|
+
StandardTrailer: IStandardTrailer
|
|
72
76
|
}
|
|
@@ -1,7 +1,10 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IParties } from './set/parties'
|
|
2
3
|
import { IQuotCxlEntriesGrp } from './set/quot_cxl_entries_grp'
|
|
4
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
3
5
|
|
|
4
6
|
export interface IQuoteCancel {
|
|
7
|
+
StandardHeader: IStandardHeader
|
|
5
8
|
QuoteReqID?: string// 131
|
|
6
9
|
QuoteID: string// 117
|
|
7
10
|
QuoteCancelType: number// 298
|
|
@@ -13,4 +16,5 @@ export interface IQuoteCancel {
|
|
|
13
16
|
TradingSessionID?: string// 336
|
|
14
17
|
TradingSessionSubID?: string// 625
|
|
15
18
|
QuotCxlEntriesGrp?: IQuotCxlEntriesGrp
|
|
19
|
+
StandardTrailer: IStandardTrailer
|
|
16
20
|
}
|
|
@@ -1,6 +1,9 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IQuotReqGrp } from './set/quot_req_grp'
|
|
3
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
2
4
|
|
|
3
5
|
export interface IQuoteRequest {
|
|
6
|
+
StandardHeader: IStandardHeader
|
|
4
7
|
QuoteReqID: string// 131
|
|
5
8
|
RFQReqID?: string// 644
|
|
6
9
|
ClOrdID?: string// 11
|
|
@@ -9,4 +12,5 @@ export interface IQuoteRequest {
|
|
|
9
12
|
Text?: string// 58
|
|
10
13
|
EncodedTextLen?: number// 354
|
|
11
14
|
EncodedText?: Buffer// 355
|
|
15
|
+
StandardTrailer: IStandardTrailer
|
|
12
16
|
}
|
|
@@ -1,6 +1,9 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IQuotReqRjctGrp } from './set/quot_req_rjct_grp'
|
|
3
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
2
4
|
|
|
3
5
|
export interface IQuoteRequestReject {
|
|
6
|
+
StandardHeader: IStandardHeader
|
|
4
7
|
QuoteReqID: string// 131
|
|
5
8
|
RFQReqID?: string// 644
|
|
6
9
|
QuoteRequestRejectReason: number// 658
|
|
@@ -8,4 +11,5 @@ export interface IQuoteRequestReject {
|
|
|
8
11
|
Text?: string// 58
|
|
9
12
|
EncodedTextLen?: number// 354
|
|
10
13
|
EncodedText?: Buffer// 355
|
|
14
|
+
StandardTrailer: IStandardTrailer
|
|
11
15
|
}
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IQuotQualGrp } from './set/quot_qual_grp'
|
|
2
3
|
import { IParties } from './set/parties'
|
|
3
4
|
import { IInstrument } from './set/instrument'
|
|
@@ -8,8 +9,10 @@ import { IStipulations } from './set/stipulations'
|
|
|
8
9
|
import { ILegQuotGrp } from './set/leg_quot_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 IQuoteResponse {
|
|
15
|
+
StandardHeader: IStandardHeader
|
|
13
16
|
QuoteRespID: string// 693
|
|
14
17
|
QuoteID?: string// 117
|
|
15
18
|
QuoteRespType: number// 694
|
|
@@ -71,4 +74,5 @@ export interface IQuoteResponse {
|
|
|
71
74
|
PriceType?: number// 423
|
|
72
75
|
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData
|
|
73
76
|
YieldData?: IYieldData
|
|
77
|
+
StandardTrailer: IStandardTrailer
|
|
74
78
|
}
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IParties } from './set/parties'
|
|
2
3
|
import { IInstrument } from './set/instrument'
|
|
3
4
|
import { IFinancingDetails } from './set/financing_details'
|
|
@@ -8,8 +9,10 @@ import { ILegQuotStatGrp } from './set/leg_quot_stat_grp'
|
|
|
8
9
|
import { IQuotQualGrp } from './set/quot_qual_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 IQuoteStatusReport {
|
|
15
|
+
StandardHeader: IStandardHeader
|
|
13
16
|
QuoteStatusReqID?: string// 649
|
|
14
17
|
QuoteReqID?: string// 131
|
|
15
18
|
QuoteID: string// 117
|
|
@@ -71,4 +74,5 @@ export interface IQuoteStatusReport {
|
|
|
71
74
|
Text?: string// 58
|
|
72
75
|
EncodedTextLen?: number// 354
|
|
73
76
|
EncodedText?: Buffer// 355
|
|
77
|
+
StandardTrailer: IStandardTrailer
|
|
74
78
|
}
|
|
@@ -1,10 +1,13 @@
|
|
|
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'
|
|
4
5
|
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
|
|
5
6
|
import { IParties } from './set/parties'
|
|
7
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
6
8
|
|
|
7
9
|
export interface IQuoteStatusRequest {
|
|
10
|
+
StandardHeader: IStandardHeader
|
|
8
11
|
QuoteStatusReqID?: string// 649
|
|
9
12
|
QuoteID?: string// 117
|
|
10
13
|
Instrument?: IInstrument
|
|
@@ -18,4 +21,5 @@ export interface IQuoteStatusRequest {
|
|
|
18
21
|
TradingSessionID?: string// 336
|
|
19
22
|
TradingSessionSubID?: string// 625
|
|
20
23
|
SubscriptionRequestType?: string// 263
|
|
24
|
+
StandardTrailer: IStandardTrailer
|
|
21
25
|
}
|
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@@ -1,8 +1,11 @@
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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 { IParties } from './set/parties'
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import { IRgstDtlsGrp } from './set/rgst_dtls_grp'
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import { IRgstDistInstGrp } from './set/rgst_dist_inst_grp'
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+
import { IStandardTrailer } from './set/standard_trailer'
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7
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export interface IRegistrationInstructions {
|
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8
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+
StandardHeader: IStandardHeader
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6
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RegistID: string// 513
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7
10
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RegistTransType: string// 514
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8
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RegistRefID: string// 508
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@@ -15,4 +18,5 @@ export interface IRegistrationInstructions {
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OwnershipType?: string// 517
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16
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RgstDtlsGrp?: IRgstDtlsGrp
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RgstDistInstGrp?: IRgstDistInstGrp
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+
StandardTrailer: IStandardTrailer
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}
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@@ -1,6 +1,9 @@
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1
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+
import { IStandardHeader } from './set/standard_header'
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1
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import { IParties } from './set/parties'
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import { IStandardTrailer } from './set/standard_trailer'
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export interface IRegistrationInstructionsResponse {
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StandardHeader: IStandardHeader
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7
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RegistID: string// 513
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8
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RegistTransType: string// 514
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RegistRefID: string// 508
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@@ -11,4 +14,5 @@ export interface IRegistrationInstructionsResponse {
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14
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RegistStatus: string// 506
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12
15
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RegistRejReasonCode?: number// 507
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RegistRejReasonText?: string// 496
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+
StandardTrailer: IStandardTrailer
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}
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@@ -1,9 +1,14 @@
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1
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+
import { IStandardHeader } from './set/standard_header'
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2
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+
import { IStandardTrailer } from './set/standard_trailer'
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+
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export interface IReject {
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-
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+
StandardHeader: IStandardHeader
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6
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+
RefSeqNum: number// 45
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3
7
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RefTagID?: number// 371
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8
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RefMsgType?: string// 372
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5
9
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SessionRejectReason?: number// 373
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Text?: string// 58
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7
11
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EncodedTextLen?: number// 354
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8
12
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EncodedText?: Buffer// 355
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13
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+
StandardTrailer: IStandardTrailer
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9
14
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}
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@@ -1,10 +1,13 @@
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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 { IParties } from './set/parties'
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import { IInstrument } from './set/instrument'
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import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
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import { IUndInstrmtGrp } from './set/und_instrmt_grp'
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6
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import { ITrdgSesGrp } from './set/trdg_ses_grp'
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+
import { IStandardTrailer } from './set/standard_trailer'
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6
8
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7
9
|
export interface IRequestForPositions {
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10
|
+
StandardHeader: IStandardHeader
|
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8
11
|
PosReqID: string// 710
|
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9
12
|
PosReqType: number// 724
|
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10
13
|
MatchStatus?: string// 573
|
|
@@ -27,4 +30,5 @@ export interface IRequestForPositions {
|
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27
30
|
Text?: string// 58
|
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28
31
|
EncodedTextLen?: number// 354
|
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29
32
|
EncodedText?: Buffer// 355
|
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33
|
+
StandardTrailer: IStandardTrailer
|
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30
34
|
}
|
|
@@ -1,9 +1,12 @@
|
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1
|
+
import { IStandardHeader } from './set/standard_header'
|
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1
2
|
import { IParties } from './set/parties'
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2
3
|
import { IInstrument } from './set/instrument'
|
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3
4
|
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
|
|
4
5
|
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
|
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6
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
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5
7
|
|
|
6
8
|
export interface IRequestForPositionsAck {
|
|
9
|
+
StandardHeader: IStandardHeader
|
|
7
10
|
PosMaintRptID: string// 721
|
|
8
11
|
PosReqID?: string// 710
|
|
9
12
|
TotalNumPosReports?: number// 727
|
|
@@ -23,4 +26,5 @@ export interface IRequestForPositionsAck {
|
|
|
23
26
|
Text?: string// 58
|
|
24
27
|
EncodedTextLen?: number// 354
|
|
25
28
|
EncodedText?: Buffer// 355
|
|
29
|
+
StandardTrailer: IStandardTrailer
|
|
26
30
|
}
|
|
@@ -1,4 +1,9 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
2
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
3
|
+
|
|
1
4
|
export interface IResendRequest {
|
|
5
|
+
StandardHeader: IStandardHeader
|
|
2
6
|
BeginSeqNo: number// 7
|
|
3
7
|
EndSeqNo: number// 16
|
|
8
|
+
StandardTrailer: IStandardTrailer
|
|
4
9
|
}
|
|
@@ -1,7 +1,11 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IRFQReqGrp } from './set/rfq_req_grp'
|
|
3
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
2
4
|
|
|
3
5
|
export interface IRFQRequest {
|
|
6
|
+
StandardHeader: IStandardHeader
|
|
4
7
|
RFQReqID: string// 644
|
|
5
8
|
RFQReqGrp?: IRFQReqGrp
|
|
6
9
|
SubscriptionRequestType?: string// 263
|
|
10
|
+
StandardTrailer: IStandardTrailer
|
|
7
11
|
}
|
|
@@ -1,9 +1,12 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IInstrument } from './set/instrument'
|
|
2
3
|
import { IInstrumentExtension } from './set/instrument_extension'
|
|
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 ISecurityDefinition {
|
|
9
|
+
StandardHeader: IStandardHeader
|
|
7
10
|
SecurityReqID: string// 320
|
|
8
11
|
SecurityResponseID: string// 322
|
|
9
12
|
SecurityResponseType: number// 323
|
|
@@ -20,4 +23,5 @@ export interface ISecurityDefinition {
|
|
|
20
23
|
ExpirationCycle?: number// 827
|
|
21
24
|
RoundLot?: number// 561
|
|
22
25
|
MinTradeVol?: number// 562
|
|
26
|
+
StandardTrailer: IStandardTrailer
|
|
23
27
|
}
|
|
@@ -1,9 +1,12 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IInstrument } from './set/instrument'
|
|
2
3
|
import { IInstrumentExtension } from './set/instrument_extension'
|
|
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 ISecurityDefinitionRequest {
|
|
9
|
+
StandardHeader: IStandardHeader
|
|
7
10
|
SecurityReqID: string// 320
|
|
8
11
|
SecurityRequestType: number// 321
|
|
9
12
|
Instrument?: IInstrument
|
|
@@ -18,4 +21,5 @@ export interface ISecurityDefinitionRequest {
|
|
|
18
21
|
InstrmtLegGrp?: IInstrmtLegGrp
|
|
19
22
|
ExpirationCycle?: number// 827
|
|
20
23
|
SubscriptionRequestType?: string// 263
|
|
24
|
+
StandardTrailer: IStandardTrailer
|
|
21
25
|
}
|
|
@@ -1,10 +1,14 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { ISecListGrp } from './set/sec_list_grp'
|
|
3
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
2
4
|
|
|
3
5
|
export interface ISecurityList {
|
|
6
|
+
StandardHeader: IStandardHeader
|
|
4
7
|
SecurityReqID: string// 320
|
|
5
8
|
SecurityResponseID: string// 322
|
|
6
9
|
SecurityRequestResult: number// 560
|
|
7
10
|
TotNoRelatedSym?: number// 393
|
|
8
11
|
LastFragment?: boolean// 893
|
|
9
12
|
SecListGrp?: ISecListGrp
|
|
13
|
+
StandardTrailer: IStandardTrailer
|
|
10
14
|
}
|
|
@@ -1,10 +1,13 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IInstrument } from './set/instrument'
|
|
2
3
|
import { IInstrumentExtension } from './set/instrument_extension'
|
|
3
4
|
import { IFinancingDetails } from './set/financing_details'
|
|
4
5
|
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
|
|
5
6
|
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
|
|
7
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
6
8
|
|
|
7
9
|
export interface ISecurityListRequest {
|
|
10
|
+
StandardHeader: IStandardHeader
|
|
8
11
|
SecurityReqID: string// 320
|
|
9
12
|
SecurityListRequestType: number// 559
|
|
10
13
|
Instrument?: IInstrument
|
|
@@ -19,4 +22,5 @@ export interface ISecurityListRequest {
|
|
|
19
22
|
TradingSessionID?: string// 336
|
|
20
23
|
TradingSessionSubID?: string// 625
|
|
21
24
|
SubscriptionRequestType?: string// 263
|
|
25
|
+
StandardTrailer: IStandardTrailer
|
|
22
26
|
}
|
|
@@ -1,9 +1,12 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IInstrument } from './set/instrument'
|
|
2
3
|
import { IInstrumentExtension } from './set/instrument_extension'
|
|
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 ISecurityStatus {
|
|
9
|
+
StandardHeader: IStandardHeader
|
|
7
10
|
SecurityStatusReqID?: string// 324
|
|
8
11
|
Instrument?: IInstrument
|
|
9
12
|
InstrumentExtension?: IInstrumentExtension
|
|
@@ -29,4 +32,5 @@ export interface ISecurityStatus {
|
|
|
29
32
|
Text?: string// 58
|
|
30
33
|
EncodedTextLen?: number// 354
|
|
31
34
|
EncodedText?: Buffer// 355
|
|
35
|
+
StandardTrailer: IStandardTrailer
|
|
32
36
|
}
|
|
@@ -1,9 +1,12 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IInstrument } from './set/instrument'
|
|
2
3
|
import { IInstrumentExtension } from './set/instrument_extension'
|
|
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 ISecurityStatusRequest {
|
|
9
|
+
StandardHeader: IStandardHeader
|
|
7
10
|
SecurityStatusReqID: string// 324
|
|
8
11
|
Instrument?: IInstrument
|
|
9
12
|
InstrumentExtension?: IInstrumentExtension
|
|
@@ -13,4 +16,5 @@ export interface ISecurityStatusRequest {
|
|
|
13
16
|
SubscriptionRequestType: string// 263
|
|
14
17
|
TradingSessionID?: string// 336
|
|
15
18
|
TradingSessionSubID?: string// 625
|
|
19
|
+
StandardTrailer: IStandardTrailer
|
|
16
20
|
}
|
|
@@ -1,4 +1,8 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
2
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
3
|
+
|
|
1
4
|
export interface ISecurityTypeRequest {
|
|
5
|
+
StandardHeader: IStandardHeader
|
|
2
6
|
SecurityReqID: string// 320
|
|
3
7
|
Text?: string// 58
|
|
4
8
|
EncodedTextLen?: number// 354
|
|
@@ -8,4 +12,5 @@ export interface ISecurityTypeRequest {
|
|
|
8
12
|
Product?: number// 460
|
|
9
13
|
SecurityType?: string// 167
|
|
10
14
|
SecuritySubType?: string// 762
|
|
15
|
+
StandardTrailer: IStandardTrailer
|
|
11
16
|
}
|
|
@@ -1,6 +1,9 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { ISecTypesGrp } from './set/sec_types_grp'
|
|
3
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
2
4
|
|
|
3
5
|
export interface ISecurityTypes {
|
|
6
|
+
StandardHeader: IStandardHeader
|
|
4
7
|
SecurityReqID: string// 320
|
|
5
8
|
SecurityResponseID: string// 322
|
|
6
9
|
SecurityResponseType: number// 323
|
|
@@ -13,4 +16,5 @@ export interface ISecurityTypes {
|
|
|
13
16
|
TradingSessionID?: string// 336
|
|
14
17
|
TradingSessionSubID?: string// 625
|
|
15
18
|
SubscriptionRequestType?: string// 263
|
|
19
|
+
StandardTrailer: IStandardTrailer
|
|
16
20
|
}
|
|
@@ -1,4 +1,9 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
2
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
3
|
+
|
|
1
4
|
export interface ISequenceReset {
|
|
5
|
+
StandardHeader: IStandardHeader
|
|
2
6
|
GapFillFlag?: boolean// 123
|
|
3
7
|
NewSeqNo: number// 36
|
|
8
|
+
StandardTrailer: IStandardTrailer
|
|
4
9
|
}
|
|
@@ -0,0 +1,31 @@
|
|
|
1
|
+
import { IHop } from './hop'
|
|
2
|
+
|
|
3
|
+
export interface IStandardHeader {
|
|
4
|
+
BeginString: string// 8
|
|
5
|
+
BodyLength: number// 9
|
|
6
|
+
MsgType: string// 35
|
|
7
|
+
SenderCompID: string// 49
|
|
8
|
+
TargetCompID: string// 56
|
|
9
|
+
OnBehalfOfCompID?: string// 115
|
|
10
|
+
DeliverToCompID?: string// 128
|
|
11
|
+
SecureDataLen?: number// 90
|
|
12
|
+
SecureData?: Buffer// 91
|
|
13
|
+
MsgSeqNum: number// 34
|
|
14
|
+
SenderSubID?: string// 50
|
|
15
|
+
SenderLocationID?: string// 142
|
|
16
|
+
TargetSubID?: string// 57
|
|
17
|
+
TargetLocationID?: string// 143
|
|
18
|
+
OnBehalfOfSubID?: string// 116
|
|
19
|
+
OnBehalfOfLocationID?: string// 144
|
|
20
|
+
DeliverToSubID?: string// 129
|
|
21
|
+
DeliverToLocationID?: string// 145
|
|
22
|
+
PossDupFlag?: boolean// 43
|
|
23
|
+
PossResend?: boolean// 97
|
|
24
|
+
SendingTime: Date// 52
|
|
25
|
+
OrigSendingTime?: Date// 122
|
|
26
|
+
XmlDataLen?: number// 212
|
|
27
|
+
XmlData?: Buffer// 213
|
|
28
|
+
MessageEncoding?: string// 347
|
|
29
|
+
LastMsgSeqNumProcessed?: number// 369
|
|
30
|
+
Hop?: IHop
|
|
31
|
+
}
|