jspurefix 2.2.0 → 2.2.1

package/src/types/FIX4.2/quickfix/allocation.ts

@@ -0,0 +1,56 @@
+import { IStandardHeader } from './set/standard_header'
+import { IAllocationNoOrders } from './set/allocation_no_orders'
+import { IAllocationNoExecs } from './set/allocation_no_execs'
+import { IAllocationNoAllocs } from './set/allocation_no_allocs'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IAllocation {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. OnBehalfOfSendingTime.370
+  AllocID: string// [2] 70 (String)
+  AllocTransType: string// [3] 71 (String)
+  RefAllocID?: string// [4] 72 (String)
+  AllocLinkID?: string// [5] 196 (String)
+  AllocLinkType?: number// [6] 197 (Int)
+  NoOrders?: IAllocationNoOrders[]// [7] ClOrdID.11, OrderID.37 .. WaveNo.105
+  NoExecs?: IAllocationNoExecs[]// [8] LastShares.32, ExecID.17 .. LastCapacity.29
+  Side: string// [9] 54 (String)
+  Symbol: string// [10] 55 (String)
+  SymbolSfx?: string// [11] 65 (String)
+  SecurityID?: string// [12] 48 (String)
+  IDSource?: string// [13] 22 (String)
+  SecurityType?: string// [14] 167 (String)
+  MaturityMonthYear?: string// [15] 200 (String)
+  MaturityDay?: string// [16] 205 (String)
+  PutOrCall?: number// [17] 201 (Int)
+  StrikePrice?: number// [18] 202 (Float)
+  OptAttribute?: string// [19] 206 (String)
+  ContractMultiplier?: number// [20] 231 (Float)
+  CouponRate?: number// [21] 223 (Float)
+  SecurityExchange?: string// [22] 207 (String)
+  Issuer?: string// [23] 106 (String)
+  EncodedIssuerLen?: number// [24] 348 (Length)
+  EncodedIssuer?: Buffer// [25] 349 (RawData)
+  SecurityDesc?: string// [26] 107 (String)
+  EncodedSecurityDescLen?: number// [27] 350 (Length)
+  EncodedSecurityDesc?: Buffer// [28] 351 (RawData)
+  Shares: number// [29] 53 (Float)
+  LastMkt?: string// [30] 30 (String)
+  TradingSessionID?: string// [31] 336 (String)
+  AvgPx: number// [32] 6 (Float)
+  Currency?: string// [33] 15 (String)
+  AvgPrxPrecision?: number// [34] 74 (Int)
+  TradeDate: Date// [35] 75 (LocalDate)
+  TransactTime?: Date// [36] 60 (UtcTimestamp)
+  SettlmntTyp?: string// [37] 63 (String)
+  FutSettDate?: Date// [38] 64 (LocalDate)
+  GrossTradeAmt?: number// [39] 381 (Float)
+  NetMoney?: number// [40] 118 (Float)
+  OpenClose?: string// [41] 77 (String)
+  Text?: string// [42] 58 (String)
+  EncodedTextLen?: number// [43] 354 (Length)
+  EncodedText?: Buffer// [44] 355 (RawData)
+  NumDaysInterest?: number// [45] 157 (Int)
+  AccruedInterestRate?: number// [46] 158 (Float)
+  NoAllocs?: IAllocationNoAllocs[]// [47] AllocAccount.79, AllocPrice.366 .. MiscFeeType.139
+  StandardTrailer: IStandardTrailer// [48] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.2/quickfix/allocation_instruction_ack.ts

@@ -0,0 +1,17 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IAllocationInstructionAck {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. OnBehalfOfSendingTime.370
+  ClientID?: string// [2] 109 (String)
+  ExecBroker?: string// [3] 76 (String)
+  AllocID: string// [4] 70 (String)
+  TradeDate: Date// [5] 75 (LocalDate)
+  TransactTime?: Date// [6] 60 (UtcTimestamp)
+  AllocStatus: number// [7] 87 (Int)
+  AllocRejCode?: number// [8] 88 (Int)
+  Text?: string// [9] 58 (String)
+  EncodedTextLen?: number// [10] 354 (Length)
+  EncodedText?: Buffer// [11] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [12] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.2/quickfix/bid_request.ts

@@ -0,0 +1,38 @@
+import { IStandardHeader } from './set/standard_header'
+import { IBidRequestNoBidDescriptors } from './set/bid_request_no_bid_descriptors'
+import { IBidRequestNoBidComponents } from './set/bid_request_no_bid_components'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IBidRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. OnBehalfOfSendingTime.370
+  BidID?: string// [2] 390 (String)
+  ClientBidID: string// [3] 391 (String)
+  BidRequestTransType: string// [4] 374 (String)
+  ListName?: string// [5] 392 (String)
+  TotalNumSecurities: number// [6] 393 (Int)
+  BidType: number// [7] 394 (Int)
+  NumTickets?: number// [8] 395 (Int)
+  Currency?: string// [9] 15 (String)
+  SideValue1?: number// [10] 396 (Float)
+  SideValue2?: number// [11] 397 (Float)
+  NoBidDescriptors?: IBidRequestNoBidDescriptors[]// [12] BidDescriptorType.399, BidDescriptor.400 .. ValueOfFutures.408
+  NoBidComponents?: IBidRequestNoBidComponents[]// [13] ListID.66, Side.54 .. Account.1
+  LiquidityIndType?: number// [14] 409 (Int)
+  WtAverageLiquidity?: number// [15] 410 (Float)
+  ExchangeForPhysical?: boolean// [16] 411 (Boolean)
+  OutMainCntryUIndex?: number// [17] 412 (Float)
+  CrossPercent?: number// [18] 413 (Float)
+  ProgRptReqs?: number// [19] 414 (Int)
+  ProgPeriodInterval?: number// [20] 415 (Int)
+  IncTaxInd?: number// [21] 416 (Int)
+  ForexReq?: boolean// [22] 121 (Boolean)
+  NumBidders?: number// [23] 417 (Int)
+  TradeDate?: Date// [24] 75 (LocalDate)
+  TradeType: string// [25] 418 (String)
+  BasisPxType: string// [26] 419 (String)
+  StrikeTime?: Date// [27] 443 (UtcTimestamp)
+  Text?: string// [28] 58 (String)
+  EncodedTextLen?: number// [29] 354 (Length)
+  EncodedText?: Buffer// [30] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [31] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.2/quickfix/bid_response.ts

@@ -0,0 +1,11 @@
+import { IStandardHeader } from './set/standard_header'
+import { IBidResponseNoBidComponents } from './set/bid_response_no_bid_components'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IBidResponse {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. OnBehalfOfSendingTime.370
+  BidID?: string// [2] 390 (String)
+  ClientBidID?: string// [3] 391 (String)
+  NoBidComponents: IBidResponseNoBidComponents[]// [4] Commission.12, CommType.13 .. EncodedText.355
+  StandardTrailer: IStandardTrailer// [5] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.2/quickfix/business_message_reject.ts

@@ -0,0 +1,14 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IBusinessMessageReject {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. OnBehalfOfSendingTime.370
+  RefSeqNum?: number// [2] 45 (Int)
+  RefMsgType: string// [3] 372 (String)
+  BusinessRejectRefID?: string// [4] 379 (String)
+  BusinessRejectReason: number// [5] 380 (Int)
+  Text?: string// [6] 58 (String)
+  EncodedTextLen?: number// [7] 354 (Length)
+  EncodedText?: Buffer// [8] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [9] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.2/quickfix/dont_know_trade.ts

@@ -0,0 +1,37 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IDontKnowTrade {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. OnBehalfOfSendingTime.370
+  OrderID: string// [2] 37 (String)
+  ExecID: string// [3] 17 (String)
+  DKReason: string// [4] 127 (String)
+  Symbol: string// [5] 55 (String)
+  SymbolSfx?: string// [6] 65 (String)
+  SecurityID?: string// [7] 48 (String)
+  IDSource?: string// [8] 22 (String)
+  SecurityType?: string// [9] 167 (String)
+  MaturityMonthYear?: string// [10] 200 (String)
+  MaturityDay?: string// [11] 205 (String)
+  PutOrCall?: number// [12] 201 (Int)
+  StrikePrice?: number// [13] 202 (Float)
+  OptAttribute?: string// [14] 206 (String)
+  ContractMultiplier?: number// [15] 231 (Float)
+  CouponRate?: number// [16] 223 (Float)
+  SecurityExchange?: string// [17] 207 (String)
+  Issuer?: string// [18] 106 (String)
+  EncodedIssuerLen?: number// [19] 348 (Length)
+  EncodedIssuer?: Buffer// [20] 349 (RawData)
+  SecurityDesc?: string// [21] 107 (String)
+  EncodedSecurityDescLen?: number// [22] 350 (Length)
+  EncodedSecurityDesc?: Buffer// [23] 351 (RawData)
+  Side: string// [24] 54 (String)
+  OrderQty?: number// [25] 38 (Float)
+  CashOrderQty?: number// [26] 152 (Float)
+  LastShares?: number// [27] 32 (Float)
+  LastPx?: number// [28] 31 (Float)
+  Text?: string// [29] 58 (String)
+  EncodedTextLen?: number// [30] 354 (Length)
+  EncodedText?: Buffer// [31] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [32] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.2/quickfix/email.ts

@@ -0,0 +1,23 @@
+import { IStandardHeader } from './set/standard_header'
+import { IEmailNoRoutingIDs } from './set/email_no_routing_i_ds'
+import { IEmailNoRelatedSym } from './set/email_no_related_sym'
+import { IEmailLinesOfText } from './set/email_lines_of_text'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IEmail {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. OnBehalfOfSendingTime.370
+  EmailThreadID: string// [2] 164 (String)
+  EmailType: string// [3] 94 (String)
+  OrigTime?: Date// [4] 42 (UtcTimestamp)
+  Subject: string// [5] 147 (String)
+  EncodedSubjectLen?: number// [6] 356 (Length)
+  EncodedSubject?: Buffer// [7] 357 (RawData)
+  NoRoutingIDs?: IEmailNoRoutingIDs[]// [8] RoutingType.216, RoutingID.217
+  NoRelatedSym?: IEmailNoRelatedSym[]// [9] RelatdSym.46, SymbolSfx.65 .. EncodedSecurityDesc.351
+  OrderID?: string// [10] 37 (String)
+  ClOrdID?: string// [11] 11 (String)
+  LinesOfText: IEmailLinesOfText[]// [12] Text.58, EncodedTextLen.354, EncodedText.355
+  RawDataLength?: number// [13] 95 (Length)
+  RawData?: Buffer// [14] 96 (RawData)
+  StandardTrailer: IStandardTrailer// [15] SignatureLength.93, Signature.89, CheckSum.10
+}