jspurefix 2.2.0 → 2.2.1

package/src/types/FIX4.3/quickfix/execution_report.ts

@@ -0,0 +1,133 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IExecutionReportNoContraBrokers } from './set/execution_report_no_contra_brokers'
+import { IInstrument } from './set/instrument'
+import { IStipulations } from './set/stipulations'
+import { IOrderQtyData } from './set/order_qty_data'
+import { ICommissionData } from './set/commission_data'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IYieldData } from './set/yield_data'
+import { IExecutionReportNoContAmts } from './set/execution_report_no_cont_amts'
+import { IExecutionReportNoLegs } from './set/execution_report_no_legs'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IExecutionReport {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  OrderID: string// [2] 37 (String)
+  SecondaryOrderID?: string// [3] 198 (String)
+  SecondaryClOrdID?: string// [4] 526 (String)
+  SecondaryExecID?: string// [5] 527 (String)
+  ClOrdID?: string// [6] 11 (String)
+  OrigClOrdID?: string// [7] 41 (String)
+  ClOrdLinkID?: string// [8] 583 (String)
+  Parties?: IParties// [9] NoPartyIDs.453, PartyID.448 .. PartySubID.523
+  TradeOriginationDate?: string// [10] 229 (String)
+  NoContraBrokers?: IExecutionReportNoContraBrokers[]// [11] ContraBroker.375, ContraTrader.337 .. ContraLegRefID.655
+  ListID?: string// [12] 66 (String)
+  CrossID?: string// [13] 548 (String)
+  OrigCrossID?: string// [14] 551 (String)
+  CrossType?: number// [15] 549 (Int)
+  ExecID: string// [16] 17 (String)
+  ExecRefID?: string// [17] 19 (String)
+  ExecType: string// [18] 150 (String)
+  OrdStatus: string// [19] 39 (String)
+  WorkingIndicator?: boolean// [20] 636 (Boolean)
+  OrdRejReason?: number// [21] 103 (Int)
+  ExecRestatementReason?: number// [22] 378 (Int)
+  Account?: string// [23] 1 (String)
+  AccountType?: number// [24] 581 (Int)
+  DayBookingInst?: string// [25] 589 (String)
+  BookingUnit?: string// [26] 590 (String)
+  PreallocMethod?: string// [27] 591 (String)
+  SettlmntTyp?: string// [28] 63 (String)
+  FutSettDate?: Date// [29] 64 (LocalDate)
+  CashMargin?: string// [30] 544 (String)
+  ClearingFeeIndicator?: string// [31] 635 (String)
+  Instrument?: IInstrument// [32] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  Side: string// [33] 54 (String)
+  Stipulations?: IStipulations// [34] NoStipulations.232, StipulationType.233, StipulationValue.234
+  QuantityType?: number// [35] 465 (Int)
+  OrderQtyData?: IOrderQtyData// [36] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  OrdType?: string// [37] 40 (String)
+  PriceType?: number// [38] 423 (Int)
+  Price?: number// [39] 44 (Float)
+  StopPx?: number// [40] 99 (Float)
+  PegDifference?: number// [41] 211 (Float)
+  DiscretionInst?: string// [42] 388 (String)
+  DiscretionOffset?: number// [43] 389 (Float)
+  Currency?: string// [44] 15 (String)
+  ComplianceID?: string// [45] 376 (String)
+  SolicitedFlag?: boolean// [46] 377 (Boolean)
+  TimeInForce?: string// [47] 59 (String)
+  EffectiveTime?: Date// [48] 168 (UtcTimestamp)
+  ExpireDate?: Date// [49] 432 (LocalDate)
+  ExpireTime?: Date// [50] 126 (UtcTimestamp)
+  ExecInst?: string// [51] 18 (String)
+  OrderCapacity?: string// [52] 528 (String)
+  OrderRestrictions?: string// [53] 529 (String)
+  CustOrderCapacity?: number// [54] 582 (Int)
+  Rule80A?: string// [55] 47 (String)
+  LastQty?: number// [56] 32 (Float)
+  UnderlyingLastQty?: number// [57] 652 (Float)
+  LastPx?: number// [58] 31 (Float)
+  UnderlyingLastPx?: number// [59] 651 (Float)
+  LastSpotRate?: number// [60] 194 (Float)
+  LastForwardPoints?: number// [61] 195 (Float)
+  LastMkt?: string// [62] 30 (String)
+  TradingSessionID?: string// [63] 336 (String)
+  TradingSessionSubID?: string// [64] 625 (String)
+  LastCapacity?: string// [65] 29 (String)
+  LeavesQty: number// [66] 151 (Float)
+  CumQty: number// [67] 14 (Float)
+  AvgPx: number// [68] 6 (Float)
+  DayOrderQty?: number// [69] 424 (Float)
+  DayCumQty?: number// [70] 425 (Float)
+  DayAvgPx?: number// [71] 426 (Float)
+  GTBookingInst?: number// [72] 427 (Int)
+  TradeDate?: Date// [73] 75 (LocalDate)
+  TransactTime?: Date// [74] 60 (UtcTimestamp)
+  ReportToExch?: boolean// [75] 113 (Boolean)
+  CommissionData?: ICommissionData// [76] Commission.12, CommType.13 .. FundRenewWaiv.497
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [77] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkCurvePoint.222
+  YieldData?: IYieldData// [78] YieldType.235, Yield.236
+  GrossTradeAmt?: number// [79] 381 (Float)
+  NumDaysInterest?: number// [80] 157 (Int)
+  ExDate?: string// [81] 230 (String)
+  AccruedInterestRate?: number// [82] 158 (Float)
+  AccruedInterestAmt?: number// [83] 159 (Float)
+  TradedFlatSwitch?: boolean// [84] 258 (Boolean)
+  BasisFeatureDate?: string// [85] 259 (String)
+  BasisFeaturePrice?: number// [86] 260 (Float)
+  Concession?: number// [87] 238 (Float)
+  TotalTakedown?: number// [88] 237 (Float)
+  NetMoney?: number// [89] 118 (Float)
+  SettlCurrAmt?: number// [90] 119 (Float)
+  SettlCurrency?: string// [91] 120 (String)
+  SettlCurrFxRate?: number// [92] 155 (Float)
+  SettlCurrFxRateCalc?: string// [93] 156 (String)
+  HandlInst?: string// [94] 21 (String)
+  MinQty?: number// [95] 110 (Float)
+  MaxFloor?: number// [96] 111 (Float)
+  PositionEffect?: string// [97] 77 (String)
+  MaxShow?: number// [98] 210 (Float)
+  Text?: string// [99] 58 (String)
+  EncodedTextLen?: number// [100] 354 (Length)
+  EncodedText?: Buffer// [101] 355 (RawData)
+  FutSettDate2?: Date// [102] 193 (LocalDate)
+  OrderQty2?: number// [103] 192 (Float)
+  LastForwardPoints2?: number// [104] 641 (Float)
+  MultiLegReportingType?: string// [105] 442 (String)
+  CancellationRights?: string// [106] 480 (String)
+  MoneyLaunderingStatus?: string// [107] 481 (String)
+  RegistID?: string// [108] 513 (String)
+  Designation?: string// [109] 494 (String)
+  TransBkdTime?: Date// [110] 483 (UtcTimestamp)
+  ExecValuationPoint?: Date// [111] 515 (UtcTimestamp)
+  ExecPriceType?: string// [112] 484 (String)
+  ExecPriceAdjustment?: number// [113] 485 (Float)
+  PriorityIndicator?: number// [114] 638 (Int)
+  PriceImprovement?: number// [115] 639 (Float)
+  NoContAmts?: IExecutionReportNoContAmts[]// [116] ContAmtType.519, ContAmtValue.520, ContAmtCurr.521
+  NoLegs?: IExecutionReportNoLegs[]// [117] LegSymbol.600, LegSymbolSfx.601 .. LegLastPx.637
+  StandardTrailer: IStandardTrailer// [118] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/heartbeat.ts

@@ -0,0 +1,8 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IHeartbeat {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  TestReqID?: string// [2] 112 (String)
+  StandardTrailer: IStandardTrailer// [3] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/index.ts

@@ -0,0 +1,157 @@
+export * from './advertisement'
+export * from './allocation'
+export * from './allocation_ack'
+export * from './bid_request'
+export * from './bid_response'
+export * from './business_message_reject'
+export * from './cross_order_cancel_replace_request'
+export * from './cross_order_cancel_request'
+export * from './derivative_security_list'
+export * from './derivative_security_list_request'
+export * from './dont_know_trade'
+export * from './email'
+export * from './enum'
+export * from './execution_report'
+export * from './heartbeat'
+export * from './ioi'
+export * from './list_cancel_request'
+export * from './list_execute'
+export * from './list_status'
+export * from './list_status_request'
+export * from './list_strike_price'
+export * from './logon'
+export * from './logout'
+export * from './market_data_incremental_refresh'
+export * from './market_data_request'
+export * from './market_data_request_reject'
+export * from './market_data_snapshot_full_refresh'
+export * from './mass_quote'
+export * from './mass_quote_acknowledgement'
+export * from './multileg_order_cancel_replace_request'
+export * from './new_order_cross'
+export * from './new_order_list'
+export * from './new_order_multileg'
+export * from './new_order_single'
+export * from './news'
+export * from './order_cancel_reject'
+export * from './order_cancel_replace_request'
+export * from './order_cancel_request'
+export * from './order_mass_cancel_report'
+export * from './order_mass_cancel_request'
+export * from './order_mass_status_request'
+export * from './order_status_request'
+export * from './quote'
+export * from './quote_cancel'
+export * from './quote_request'
+export * from './quote_request_reject'
+export * from './quote_status_report'
+export * from './quote_status_request'
+export * from './registration_instructions'
+export * from './registration_instructions_response'
+export * from './reject'
+export * from './resend_request'
+export * from './rfq_request'
+export * from './security_definition'
+export * from './security_definition_request'
+export * from './security_list'
+export * from './security_list_request'
+export * from './security_status'
+export * from './security_status_request'
+export * from './security_type_request'
+export * from './security_types'
+export * from './sequence_reset'
+export * from './set/allocation_no_allocs'
+export * from './set/allocation_no_allocs_no_misc_fees'
+export * from './set/allocation_no_execs'
+export * from './set/allocation_no_orders'
+export * from './set/bid_request_no_bid_components'
+export * from './set/bid_request_no_bid_descriptors'
+export * from './set/bid_response_no_bid_components'
+export * from './set/commission_data'
+export * from './set/cross_order_cancel_replace_request_no_sides'
+export * from './set/cross_order_cancel_replace_request_no_sides_no_allocs'
+export * from './set/cross_order_cancel_replace_request_no_trading_sessions'
+export * from './set/cross_order_cancel_request_no_sides'
+export * from './set/derivative_security_list_no_related_sym'
+export * from './set/derivative_security_list_no_related_sym_no_legs'
+export * from './set/email_lines_of_text'
+export * from './set/email_no_related_sym'
+export * from './set/email_no_routing_i_ds'
+export * from './set/execution_report_no_cont_amts'
+export * from './set/execution_report_no_contra_brokers'
+export * from './set/execution_report_no_legs'
+export * from './set/instrument'
+export * from './set/instrument_leg'
+export * from './set/instrument_leg_no_leg_security_alt_id'
+export * from './set/instrument_no_security_alt_id'
+export * from './set/ioi_no_ioi_qualifiers'
+export * from './set/ioi_no_routing_i_ds'
+export * from './set/list_status_no_orders'
+export * from './set/list_strike_price_no_strikes'
+export * from './set/logon_no_msg_types'
+export * from './set/market_data_incremental_refresh_no_md_entries'
+export * from './set/market_data_request_no_md_entry_types'
+export * from './set/market_data_request_no_related_sym'
+export * from './set/market_data_request_no_trading_sessions'
+export * from './set/market_data_snapshot_full_refresh_no_md_entries'
+export * from './set/mass_quote_acknowledgement_no_quote_sets'
+export * from './set/mass_quote_acknowledgement_no_quote_sets_no_quote_entries'
+export * from './set/mass_quote_no_quote_sets'
+export * from './set/mass_quote_no_quote_sets_no_quote_entries'
+export * from './set/multileg_order_cancel_replace_request_no_allocs'
+export * from './set/multileg_order_cancel_replace_request_no_legs'
+export * from './set/multileg_order_cancel_replace_request_no_trading_sessions'
+export * from './set/nested_parties'
+export * from './set/nested_parties_no_nested_party_i_ds'
+export * from './set/new_order_cross_no_sides'
+export * from './set/new_order_cross_no_sides_no_allocs'
+export * from './set/new_order_cross_no_trading_sessions'
+export * from './set/new_order_list_no_orders'
+export * from './set/new_order_list_no_orders_no_allocs'
+export * from './set/new_order_list_no_orders_no_trading_sessions'
+export * from './set/new_order_multileg_no_allocs'
+export * from './set/new_order_multileg_no_legs'
+export * from './set/new_order_multileg_no_trading_sessions'
+export * from './set/new_order_single_no_allocs'
+export * from './set/new_order_single_no_trading_sessions'
+export * from './set/news_lines_of_text'
+export * from './set/news_no_related_sym'
+export * from './set/news_no_routing_i_ds'
+export * from './set/order_cancel_replace_request_no_allocs'
+export * from './set/order_cancel_replace_request_no_trading_sessions'
+export * from './set/order_mass_cancel_report_no_affected_orders'
+export * from './set/order_qty_data'
+export * from './set/parties'
+export * from './set/parties_no_party_i_ds'
+export * from './set/quote_cancel_no_quote_entries'
+export * from './set/quote_request_no_related_sym'
+export * from './set/quote_request_reject_no_related_sym'
+export * from './set/registration_instructions_no_distrib_insts'
+export * from './set/registration_instructions_no_regist_dtls'
+export * from './set/rfq_request_no_related_sym'
+export * from './set/security_definition_no_legs'
+export * from './set/security_definition_request_no_legs'
+export * from './set/security_list_no_related_sym'
+export * from './set/security_list_no_related_sym_no_legs'
+export * from './set/security_types_no_security_types'
+export * from './set/spread_or_benchmark_curve_data'
+export * from './set/standard_header'
+export * from './set/standard_header_no_hops'
+export * from './set/standard_trailer'
+export * from './set/stipulations'
+export * from './set/stipulations_no_stipulations'
+export * from './set/trade_capture_report_no_sides'
+export * from './set/trade_capture_report_no_sides_no_clearing_instructions'
+export * from './set/trade_capture_report_no_sides_no_cont_amts'
+export * from './set/trade_capture_report_no_sides_no_misc_fees'
+export * from './set/trade_capture_report_request_no_dates'
+export * from './set/underlying_instrument'
+export * from './set/underlying_instrument_no_underlying_security_alt_id'
+export * from './set/yield_data'
+export * from './settlement_instructions'
+export * from './test_request'
+export * from './trade_capture_report'
+export * from './trade_capture_report_request'
+export * from './trading_session_status'
+export * from './trading_session_status_request'
+export * from './xm_lnon_fix'

package/src/types/FIX4.3/quickfix/ioi.ts

@@ -0,0 +1,33 @@
+import { IStandardHeader } from './set/standard_header'
+import { IInstrument } from './set/instrument'
+import { IIOINoIOIQualifiers } from './set/ioi_no_ioi_qualifiers'
+import { IIOINoRoutingIDs } from './set/ioi_no_routing_i_ds'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IIOI {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  IOIid: string// [2] 23 (String)
+  IOITransType: string// [3] 28 (String)
+  IOIRefID?: string// [4] 26 (String)
+  Instrument?: IInstrument// [5] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  Side: string// [6] 54 (String)
+  QuantityType?: number// [7] 465 (Int)
+  IOIQty: string// [8] 27 (String)
+  PriceType?: number// [9] 423 (Int)
+  Price?: number// [10] 44 (Float)
+  Currency?: string// [11] 15 (String)
+  ValidUntilTime?: Date// [12] 62 (UtcTimestamp)
+  IOIQltyInd?: string// [13] 25 (String)
+  IOINaturalFlag?: boolean// [14] 130 (Boolean)
+  NoIOIQualifiers?: IIOINoIOIQualifiers[]// [15] IOIQualifier.104
+  Text?: string// [16] 58 (String)
+  EncodedTextLen?: number// [17] 354 (Length)
+  EncodedText?: Buffer// [18] 355 (RawData)
+  TransactTime?: Date// [19] 60 (UtcTimestamp)
+  URLLink?: string// [20] 149 (String)
+  NoRoutingIDs?: IIOINoRoutingIDs[]// [21] RoutingType.216, RoutingID.217
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [22] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkCurvePoint.222
+  Benchmark?: string// [23] 219 (String)
+  StandardTrailer: IStandardTrailer// [24] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/list_cancel_request.ts

@@ -0,0 +1,13 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IListCancelRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ListID: string// [2] 66 (String)
+  TransactTime: Date// [3] 60 (UtcTimestamp)
+  TradeOriginationDate?: string// [4] 229 (String)
+  Text?: string// [5] 58 (String)
+  EncodedTextLen?: number// [6] 354 (Length)
+  EncodedText?: Buffer// [7] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [8] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/list_execute.ts

@@ -0,0 +1,14 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IListExecute {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ListID: string// [2] 66 (String)
+  ClientBidID?: string// [3] 391 (String)
+  BidID?: string// [4] 390 (String)
+  TransactTime: Date// [5] 60 (UtcTimestamp)
+  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/FIX4.3/quickfix/list_status.ts

@@ -0,0 +1,19 @@
+import { IStandardHeader } from './set/standard_header'
+import { IListStatusNoOrders } from './set/list_status_no_orders'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IListStatus {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ListID: string// [2] 66 (String)
+  ListStatusType: number// [3] 429 (Int)
+  NoRpts: number// [4] 82 (Int)
+  ListOrderStatus: number// [5] 431 (Int)
+  RptSeq: number// [6] 83 (Int)
+  ListStatusText?: string// [7] 444 (String)
+  EncodedListStatusTextLen?: number// [8] 445 (Length)
+  EncodedListStatusText?: Buffer// [9] 446 (RawData)
+  TransactTime?: Date// [10] 60 (UtcTimestamp)
+  TotNoOrders: number// [11] 68 (Int)
+  NoOrders: IListStatusNoOrders[]// [12] ClOrdID.11, SecondaryClOrdID.526 .. EncodedText.355
+  StandardTrailer: IStandardTrailer// [13] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/list_status_request.ts

@@ -0,0 +1,11 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IListStatusRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ListID: string// [2] 66 (String)
+  Text?: string// [3] 58 (String)
+  EncodedTextLen?: number// [4] 354 (Length)
+  EncodedText?: Buffer// [5] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [6] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/list_strike_price.ts

@@ -0,0 +1,11 @@
+import { IStandardHeader } from './set/standard_header'
+import { IListStrikePriceNoStrikes } from './set/list_strike_price_no_strikes'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IListStrikePrice {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ListID: string// [2] 66 (String)
+  TotNoStrikes: number// [3] 422 (Int)
+  NoStrikes: IListStrikePriceNoStrikes[]// [4] Symbol.55, SymbolSfx.65 .. EncodedText.355
+  StandardTrailer: IStandardTrailer// [5] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/logon.ts

@@ -0,0 +1,18 @@
+import { IStandardHeader } from './set/standard_header'
+import { ILogonNoMsgTypes } from './set/logon_no_msg_types'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ILogon {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  EncryptMethod: number// [2] 98 (Int)
+  HeartBtInt: number// [3] 108 (Int)
+  RawDataLength?: number// [4] 95 (Length)
+  RawData?: Buffer// [5] 96 (RawData)
+  ResetSeqNumFlag?: boolean// [6] 141 (Boolean)
+  MaxMessageSize?: number// [7] 383 (Length)
+  NoMsgTypes?: ILogonNoMsgTypes[]// [8] RefMsgType.372, MsgDirection.385
+  TestMessageIndicator?: boolean// [9] 464 (Boolean)
+  Username?: string// [10] 553 (String)
+  Password?: string// [11] 554 (String)
+  StandardTrailer: IStandardTrailer// [12] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/logout.ts

@@ -0,0 +1,10 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ILogout {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  Text?: string// [2] 58 (String)
+  EncodedTextLen?: number// [3] 354 (Length)
+  EncodedText?: Buffer// [4] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [5] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/market_data_incremental_refresh.ts

@@ -0,0 +1,10 @@
+import { IStandardHeader } from './set/standard_header'
+import { IMarketDataIncrementalRefreshNoMDEntries } from './set/market_data_incremental_refresh_no_md_entries'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IMarketDataIncrementalRefresh {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  MDReqID?: string// [2] 262 (String)
+  NoMDEntries: IMarketDataIncrementalRefreshNoMDEntries[]// [3] MDUpdateAction.279, DeleteReason.285 .. EncodedText.355
+  StandardTrailer: IStandardTrailer// [4] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/market_data_request.ts

@@ -0,0 +1,21 @@
+import { IStandardHeader } from './set/standard_header'
+import { IMarketDataRequestNoMDEntryTypes } from './set/market_data_request_no_md_entry_types'
+import { IMarketDataRequestNoRelatedSym } from './set/market_data_request_no_related_sym'
+import { IMarketDataRequestNoTradingSessions } from './set/market_data_request_no_trading_sessions'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IMarketDataRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  MDReqID: string// [2] 262 (String)
+  SubscriptionRequestType: string// [3] 263 (String)
+  MarketDepth: number// [4] 264 (Int)
+  MDUpdateType?: number// [5] 265 (Int)
+  AggregatedBook?: boolean// [6] 266 (Boolean)
+  OpenCloseSettleFlag?: string// [7] 286 (String)
+  Scope?: string// [8] 546 (String)
+  MDImplicitDelete?: boolean// [9] 547 (Boolean)
+  NoMDEntryTypes: IMarketDataRequestNoMDEntryTypes[]// [10] MDEntryType.269
+  NoRelatedSym: IMarketDataRequestNoRelatedSym[]// [11] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  NoTradingSessions?: IMarketDataRequestNoTradingSessions[]// [12] TradingSessionID.336, TradingSessionSubID.625
+  StandardTrailer: IStandardTrailer// [13] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/market_data_request_reject.ts

@@ -0,0 +1,12 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IMarketDataRequestReject {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  MDReqID: string// [2] 262 (String)
+  MDReqRejReason?: string// [3] 281 (String)
+  Text?: string// [4] 58 (String)
+  EncodedTextLen?: number// [5] 354 (Length)
+  EncodedText?: Buffer// [6] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [7] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/market_data_snapshot_full_refresh.ts

@@ -0,0 +1,18 @@
+import { IStandardHeader } from './set/standard_header'
+import { IInstrument } from './set/instrument'
+import { IMarketDataSnapshotFullRefreshNoMDEntries } from './set/market_data_snapshot_full_refresh_no_md_entries'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IMarketDataSnapshotFullRefresh {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  MDReqID?: string// [2] 262 (String)
+  Instrument?: IInstrument// [3] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  FinancialStatus?: string// [4] 291 (String)
+  CorporateAction?: string// [5] 292 (String)
+  TotalVolumeTraded?: number// [6] 387 (Float)
+  TotalVolumeTradedDate?: string// [7] 449 (String)
+  TotalVolumeTradedTime?: Date// [8] 450 (UtcTimeOnly)
+  NetChgPrevDay?: number// [9] 451 (Float)
+  NoMDEntries: IMarketDataSnapshotFullRefreshNoMDEntries[]// [10] MDEntryType.269, MDEntryPx.270 .. EncodedText.355
+  StandardTrailer: IStandardTrailer// [11] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/mass_quote.ts

@@ -0,0 +1,19 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IMassQuoteNoQuoteSets } from './set/mass_quote_no_quote_sets'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IMassQuote {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  QuoteReqID?: string// [2] 131 (String)
+  QuoteID: string// [3] 117 (String)
+  QuoteType?: number// [4] 537 (Int)
+  QuoteResponseLevel?: number// [5] 301 (Int)
+  Parties?: IParties// [6] NoPartyIDs.453, PartyID.448 .. PartySubID.523
+  Account?: string// [7] 1 (String)
+  AccountType?: number// [8] 581 (Int)
+  DefBidSize?: number// [9] 293 (Float)
+  DefOfferSize?: number// [10] 294 (Float)
+  NoQuoteSets: IMassQuoteNoQuoteSets[]// [11] QuoteSetID.302, UnderlyingSymbol.311 .. Currency.15
+  StandardTrailer: IStandardTrailer// [12] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/mass_quote_acknowledgement.ts

@@ -0,0 +1,20 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IMassQuoteAcknowledgementNoQuoteSets } from './set/mass_quote_acknowledgement_no_quote_sets'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IMassQuoteAcknowledgement {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  QuoteReqID?: string// [2] 131 (String)
+  QuoteID?: string// [3] 117 (String)
+  QuoteStatus: number// [4] 297 (Int)
+  QuoteRejectReason?: number// [5] 300 (Int)
+  QuoteResponseLevel?: number// [6] 301 (Int)
+  QuoteType?: number// [7] 537 (Int)
+  Parties?: IParties// [8] NoPartyIDs.453, PartyID.448 .. PartySubID.523
+  Account?: string// [9] 1 (String)
+  AccountType?: number// [10] 581 (Int)
+  Text?: string// [11] 58 (String)
+  NoQuoteSets?: IMassQuoteAcknowledgementNoQuoteSets[]// [12] QuoteSetID.302, UnderlyingSymbol.311 .. QuoteEntryRejectReason.368
+  StandardTrailer: IStandardTrailer// [13] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/multileg_order_cancel_replace_request.ts

@@ -0,0 +1,81 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IMultilegOrderCancelReplaceRequestNoAllocs } from './set/multileg_order_cancel_replace_request_no_allocs'
+import { IMultilegOrderCancelReplaceRequestNoTradingSessions } from './set/multileg_order_cancel_replace_request_no_trading_sessions'
+import { IInstrument } from './set/instrument'
+import { IMultilegOrderCancelReplaceRequestNoLegs } from './set/multileg_order_cancel_replace_request_no_legs'
+import { IOrderQtyData } from './set/order_qty_data'
+import { ICommissionData } from './set/commission_data'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IMultilegOrderCancelReplaceRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  OrderID?: string// [2] 37 (String)
+  OrigClOrdID: string// [3] 41 (String)
+  ClOrdID: string// [4] 11 (String)
+  SecondaryClOrdID?: string// [5] 526 (String)
+  ClOrdLinkID?: string// [6] 583 (String)
+  OrigOrdModTime?: Date// [7] 586 (UtcTimestamp)
+  Parties?: IParties// [8] NoPartyIDs.453, PartyID.448 .. PartySubID.523
+  Account?: string// [9] 1 (String)
+  AccountType?: number// [10] 581 (Int)
+  DayBookingInst?: string// [11] 589 (String)
+  BookingUnit?: string// [12] 590 (String)
+  PreallocMethod?: string// [13] 591 (String)
+  NoAllocs?: IMultilegOrderCancelReplaceRequestNoAllocs[]// [14] AllocAccount.79, IndividualAllocID.467, AllocQty.80
+  SettlmntTyp?: string// [15] 63 (String)
+  FutSettDate?: Date// [16] 64 (LocalDate)
+  CashMargin?: string// [17] 544 (String)
+  ClearingFeeIndicator?: string// [18] 635 (String)
+  HandlInst: string// [19] 21 (String)
+  ExecInst?: string// [20] 18 (String)
+  MinQty?: number// [21] 110 (Float)
+  MaxFloor?: number// [22] 111 (Float)
+  ExDestination?: string// [23] 100 (String)
+  NoTradingSessions?: IMultilegOrderCancelReplaceRequestNoTradingSessions[]// [24] TradingSessionID.336, TradingSessionSubID.625
+  ProcessCode?: string// [25] 81 (String)
+  Side: string// [26] 54 (String)
+  Instrument?: IInstrument// [27] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  PrevClosePx?: number// [28] 140 (Float)
+  NoLegs: IMultilegOrderCancelReplaceRequestNoLegs[]// [29] LegSymbol.600, LegSymbolSfx.601 .. LegFutSettDate.588
+  LocateReqd?: boolean// [30] 114 (Boolean)
+  TransactTime: Date// [31] 60 (UtcTimestamp)
+  QuantityType?: number// [32] 465 (Int)
+  OrderQtyData?: IOrderQtyData// [33] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  OrdType: string// [34] 40 (String)
+  PriceType?: number// [35] 423 (Int)
+  Price?: number// [36] 44 (Float)
+  StopPx?: number// [37] 99 (Float)
+  Currency?: string// [38] 15 (String)
+  ComplianceID?: string// [39] 376 (String)
+  SolicitedFlag?: boolean// [40] 377 (Boolean)
+  IOIid?: string// [41] 23 (String)
+  QuoteID?: string// [42] 117 (String)
+  TimeInForce?: string// [43] 59 (String)
+  EffectiveTime?: Date// [44] 168 (UtcTimestamp)
+  ExpireDate?: Date// [45] 432 (LocalDate)
+  ExpireTime?: Date// [46] 126 (UtcTimestamp)
+  GTBookingInst?: number// [47] 427 (Int)
+  CommissionData?: ICommissionData// [48] Commission.12, CommType.13 .. FundRenewWaiv.497
+  OrderCapacity?: string// [49] 528 (String)
+  OrderRestrictions?: string// [50] 529 (String)
+  CustOrderCapacity?: number// [51] 582 (Int)
+  ForexReq?: boolean// [52] 121 (Boolean)
+  SettlCurrency?: string// [53] 120 (String)
+  Text?: string// [54] 58 (String)
+  EncodedTextLen?: number// [55] 354 (Length)
+  EncodedText?: Buffer// [56] 355 (RawData)
+  PositionEffect?: string// [57] 77 (String)
+  CoveredOrUncovered?: number// [58] 203 (Int)
+  MaxShow?: number// [59] 210 (Float)
+  PegDifference?: number// [60] 211 (Float)
+  DiscretionInst?: string// [61] 388 (String)
+  DiscretionOffset?: number// [62] 389 (Float)
+  CancellationRights?: string// [63] 480 (String)
+  MoneyLaunderingStatus?: string// [64] 481 (String)
+  RegistID?: string// [65] 513 (String)
+  Designation?: string// [66] 494 (String)
+  MultiLegRptTypeReq?: number// [67] 563 (Int)
+  NetMoney?: number// [68] 118 (Float)
+  StandardTrailer: IStandardTrailer// [69] SignatureLength.93, Signature.89, CheckSum.10
+}