jspurefix 2.2.0 → 2.2.1

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

@@ -0,0 +1,57 @@
+import { IStandardHeader } from './set/standard_header'
+import { INewOrderCrossNoSides } from './set/new_order_cross_no_sides'
+import { IInstrument } from './set/instrument'
+import { INewOrderCrossNoTradingSessions } from './set/new_order_cross_no_trading_sessions'
+import { IStipulations } from './set/stipulations'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IYieldData } from './set/yield_data'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface INewOrderCross {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  CrossID: string// [2] 548 (String)
+  CrossType: number// [3] 549 (Int)
+  CrossPrioritization: number// [4] 550 (Int)
+  NoSides: INewOrderCrossNoSides[]// [5] Side.54, ClOrdID.11 .. SideComplianceID.659
+  Instrument?: IInstrument// [6] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  SettlmntTyp?: string// [7] 63 (String)
+  FutSettDate?: Date// [8] 64 (LocalDate)
+  HandlInst: string// [9] 21 (String)
+  ExecInst?: string// [10] 18 (String)
+  MinQty?: number// [11] 110 (Float)
+  MaxFloor?: number// [12] 111 (Float)
+  ExDestination?: string// [13] 100 (String)
+  NoTradingSessions?: INewOrderCrossNoTradingSessions[]// [14] TradingSessionID.336, TradingSessionSubID.625
+  ProcessCode?: string// [15] 81 (String)
+  PrevClosePx?: number// [16] 140 (Float)
+  LocateReqd?: boolean// [17] 114 (Boolean)
+  TransactTime: Date// [18] 60 (UtcTimestamp)
+  Stipulations?: IStipulations// [19] NoStipulations.232, StipulationType.233, StipulationValue.234
+  OrdType: string// [20] 40 (String)
+  PriceType?: number// [21] 423 (Int)
+  Price?: number// [22] 44 (Float)
+  StopPx?: number// [23] 99 (Float)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [24] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkCurvePoint.222
+  YieldData?: IYieldData// [25] YieldType.235, Yield.236
+  Currency?: string// [26] 15 (String)
+  ComplianceID?: string// [27] 376 (String)
+  IOIid?: string// [28] 23 (String)
+  QuoteID?: string// [29] 117 (String)
+  TimeInForce?: string// [30] 59 (String)
+  EffectiveTime?: Date// [31] 168 (UtcTimestamp)
+  ExpireDate?: Date// [32] 432 (LocalDate)
+  ExpireTime?: Date// [33] 126 (UtcTimestamp)
+  GTBookingInst?: number// [34] 427 (Int)
+  MaxShow?: number// [35] 210 (Float)
+  PegDifference?: number// [36] 211 (Float)
+  DiscretionInst?: string// [37] 388 (String)
+  DiscretionOffset?: number// [38] 389 (Float)
+  CancellationRights?: string// [39] 480 (String)
+  MoneyLaunderingStatus?: string// [40] 481 (String)
+  RegistID?: string// [41] 513 (String)
+  Designation?: string// [42] 494 (String)
+  AccruedInterestRate?: number// [43] 158 (Float)
+  AccruedInterestAmt?: number// [44] 159 (Float)
+  NetMoney?: number// [45] 118 (Float)
+  StandardTrailer: IStandardTrailer// [46] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,23 @@
+import { IStandardHeader } from './set/standard_header'
+import { INewOrderListNoOrders } from './set/new_order_list_no_orders'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface INewOrderList {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ListID: string// [2] 66 (String)
+  BidID?: string// [3] 390 (String)
+  ClientBidID?: string// [4] 391 (String)
+  ProgRptReqs?: number// [5] 414 (Int)
+  BidType: number// [6] 394 (Int)
+  ProgPeriodInterval?: number// [7] 415 (Int)
+  CancellationRights?: string// [8] 480 (String)
+  MoneyLaunderingStatus?: string// [9] 481 (String)
+  RegistID?: string// [10] 513 (String)
+  ListExecInstType?: string// [11] 433 (String)
+  ListExecInst?: string// [12] 69 (String)
+  EncodedListExecInstLen?: number// [13] 352 (Length)
+  EncodedListExecInst?: Buffer// [14] 353 (RawData)
+  TotNoOrders: number// [15] 68 (Int)
+  NoOrders: INewOrderListNoOrders[]// [16] ClOrdID.11, SecondaryClOrdID.526 .. NetMoney.118
+  StandardTrailer: IStandardTrailer// [17] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,78 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { INewOrderMultilegNoAllocs } from './set/new_order_multileg_no_allocs'
+import { INewOrderMultilegNoTradingSessions } from './set/new_order_multileg_no_trading_sessions'
+import { IInstrument } from './set/instrument'
+import { INewOrderMultilegNoLegs } from './set/new_order_multileg_no_legs'
+import { IOrderQtyData } from './set/order_qty_data'
+import { ICommissionData } from './set/commission_data'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface INewOrderMultileg {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ClOrdID: string// [2] 11 (String)
+  SecondaryClOrdID?: string// [3] 526 (String)
+  ClOrdLinkID?: string// [4] 583 (String)
+  Parties?: IParties// [5] NoPartyIDs.453, PartyID.448 .. PartySubID.523
+  Account?: string// [6] 1 (String)
+  AccountType?: number// [7] 581 (Int)
+  DayBookingInst?: string// [8] 589 (String)
+  BookingUnit?: string// [9] 590 (String)
+  PreallocMethod?: string// [10] 591 (String)
+  NoAllocs?: INewOrderMultilegNoAllocs[]// [11] AllocAccount.79, IndividualAllocID.467, AllocQty.80
+  SettlmntTyp?: string// [12] 63 (String)
+  FutSettDate?: Date// [13] 64 (LocalDate)
+  CashMargin?: string// [14] 544 (String)
+  ClearingFeeIndicator?: string// [15] 635 (String)
+  HandlInst: string// [16] 21 (String)
+  ExecInst?: string// [17] 18 (String)
+  MinQty?: number// [18] 110 (Float)
+  MaxFloor?: number// [19] 111 (Float)
+  ExDestination?: string// [20] 100 (String)
+  NoTradingSessions?: INewOrderMultilegNoTradingSessions[]// [21] TradingSessionID.336, TradingSessionSubID.625
+  ProcessCode?: string// [22] 81 (String)
+  Side: string// [23] 54 (String)
+  Instrument?: IInstrument// [24] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  PrevClosePx?: number// [25] 140 (Float)
+  NoLegs: INewOrderMultilegNoLegs[]// [26] LegSymbol.600, LegSymbolSfx.601 .. LegFutSettDate.588
+  LocateReqd?: boolean// [27] 114 (Boolean)
+  TransactTime: Date// [28] 60 (UtcTimestamp)
+  QuantityType?: number// [29] 465 (Int)
+  OrderQtyData?: IOrderQtyData// [30] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  OrdType: string// [31] 40 (String)
+  PriceType?: number// [32] 423 (Int)
+  Price?: number// [33] 44 (Float)
+  StopPx?: number// [34] 99 (Float)
+  Currency?: string// [35] 15 (String)
+  ComplianceID?: string// [36] 376 (String)
+  SolicitedFlag?: boolean// [37] 377 (Boolean)
+  IOIid?: string// [38] 23 (String)
+  QuoteID?: string// [39] 117 (String)
+  TimeInForce?: string// [40] 59 (String)
+  EffectiveTime?: Date// [41] 168 (UtcTimestamp)
+  ExpireDate?: Date// [42] 432 (LocalDate)
+  ExpireTime?: Date// [43] 126 (UtcTimestamp)
+  GTBookingInst?: number// [44] 427 (Int)
+  CommissionData?: ICommissionData// [45] Commission.12, CommType.13 .. FundRenewWaiv.497
+  OrderCapacity?: string// [46] 528 (String)
+  OrderRestrictions?: string// [47] 529 (String)
+  CustOrderCapacity?: number// [48] 582 (Int)
+  ForexReq?: boolean// [49] 121 (Boolean)
+  SettlCurrency?: string// [50] 120 (String)
+  Text?: string// [51] 58 (String)
+  EncodedTextLen?: number// [52] 354 (Length)
+  EncodedText?: Buffer// [53] 355 (RawData)
+  PositionEffect?: string// [54] 77 (String)
+  CoveredOrUncovered?: number// [55] 203 (Int)
+  MaxShow?: number// [56] 210 (Float)
+  PegDifference?: number// [57] 211 (Float)
+  DiscretionInst?: string// [58] 388 (String)
+  DiscretionOffset?: number// [59] 389 (Float)
+  CancellationRights?: string// [60] 480 (String)
+  MoneyLaunderingStatus?: string// [61] 481 (String)
+  RegistID?: string// [62] 513 (String)
+  Designation?: string// [63] 494 (String)
+  MultiLegRptTypeReq?: number// [64] 563 (Int)
+  NetMoney?: number// [65] 118 (Float)
+  StandardTrailer: IStandardTrailer// [66] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,88 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { INewOrderSingleNoAllocs } from './set/new_order_single_no_allocs'
+import { INewOrderSingleNoTradingSessions } from './set/new_order_single_no_trading_sessions'
+import { IInstrument } from './set/instrument'
+import { IStipulations } from './set/stipulations'
+import { IOrderQtyData } from './set/order_qty_data'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IYieldData } from './set/yield_data'
+import { ICommissionData } from './set/commission_data'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface INewOrderSingle {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ClOrdID: string// [2] 11 (String)
+  SecondaryClOrdID?: string// [3] 526 (String)
+  ClOrdLinkID?: string// [4] 583 (String)
+  Parties?: IParties// [5] NoPartyIDs.453, PartyID.448 .. PartySubID.523
+  TradeOriginationDate?: string// [6] 229 (String)
+  Account?: string// [7] 1 (String)
+  AccountType?: number// [8] 581 (Int)
+  DayBookingInst?: string// [9] 589 (String)
+  BookingUnit?: string// [10] 590 (String)
+  PreallocMethod?: string// [11] 591 (String)
+  NoAllocs?: INewOrderSingleNoAllocs[]// [12] AllocAccount.79, IndividualAllocID.467 .. AllocQty.80
+  SettlmntTyp?: string// [13] 63 (String)
+  FutSettDate?: Date// [14] 64 (LocalDate)
+  CashMargin?: string// [15] 544 (String)
+  ClearingFeeIndicator?: string// [16] 635 (String)
+  HandlInst: string// [17] 21 (String)
+  ExecInst?: string// [18] 18 (String)
+  MinQty?: number// [19] 110 (Float)
+  MaxFloor?: number// [20] 111 (Float)
+  ExDestination?: string// [21] 100 (String)
+  NoTradingSessions?: INewOrderSingleNoTradingSessions[]// [22] TradingSessionID.336, TradingSessionSubID.625
+  ProcessCode?: string// [23] 81 (String)
+  Instrument?: IInstrument// [24] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  PrevClosePx?: number// [25] 140 (Float)
+  Side: string// [26] 54 (String)
+  LocateReqd?: boolean// [27] 114 (Boolean)
+  TransactTime: Date// [28] 60 (UtcTimestamp)
+  Stipulations?: IStipulations// [29] NoStipulations.232, StipulationType.233, StipulationValue.234
+  QuantityType?: number// [30] 465 (Int)
+  OrderQtyData?: IOrderQtyData// [31] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  OrdType: string// [32] 40 (String)
+  PriceType?: number// [33] 423 (Int)
+  Price?: number// [34] 44 (Float)
+  StopPx?: number// [35] 99 (Float)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [36] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkCurvePoint.222
+  YieldData?: IYieldData// [37] YieldType.235, Yield.236
+  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)
+  Rule80A?: string// [52] 47 (String)
+  ForexReq?: boolean// [53] 121 (Boolean)
+  SettlCurrency?: string// [54] 120 (String)
+  Text?: string// [55] 58 (String)
+  EncodedTextLen?: number// [56] 354 (Length)
+  EncodedText?: Buffer// [57] 355 (RawData)
+  FutSettDate2?: Date// [58] 193 (LocalDate)
+  OrderQty2?: number// [59] 192 (Float)
+  Price2?: number// [60] 640 (Float)
+  PositionEffect?: string// [61] 77 (String)
+  CoveredOrUncovered?: number// [62] 203 (Int)
+  MaxShow?: number// [63] 210 (Float)
+  PegDifference?: number// [64] 211 (Float)
+  DiscretionInst?: string// [65] 388 (String)
+  DiscretionOffset?: number// [66] 389 (Float)
+  CancellationRights?: string// [67] 480 (String)
+  MoneyLaunderingStatus?: string// [68] 481 (String)
+  RegistID?: string// [69] 513 (String)
+  Designation?: string// [70] 494 (String)
+  AccruedInterestRate?: number// [71] 158 (Float)
+  AccruedInterestAmt?: number// [72] 159 (Float)
+  NetMoney?: number// [73] 118 (Float)
+  StandardTrailer: IStandardTrailer// [74] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,21 @@
+import { IStandardHeader } from './set/standard_header'
+import { INewsNoRoutingIDs } from './set/news_no_routing_i_ds'
+import { INewsNoRelatedSym } from './set/news_no_related_sym'
+import { INewsLinesOfText } from './set/news_lines_of_text'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface INews {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  OrigTime?: Date// [2] 42 (UtcTimestamp)
+  Urgency?: string// [3] 61 (String)
+  Headline: string// [4] 148 (String)
+  EncodedHeadlineLen?: number// [5] 358 (Length)
+  EncodedHeadline?: Buffer// [6] 359 (RawData)
+  NoRoutingIDs?: INewsNoRoutingIDs[]// [7] RoutingType.216, RoutingID.217
+  NoRelatedSym?: INewsNoRelatedSym[]// [8] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  LinesOfText: INewsLinesOfText[]// [9] Text.58, EncodedTextLen.354, EncodedText.355
+  URLLink?: string// [10] 149 (String)
+  RawDataLength?: number// [11] 95 (Length)
+  RawData?: Buffer// [12] 96 (RawData)
+  StandardTrailer: IStandardTrailer// [13] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,26 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IOrderCancelReject {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  OrderID: string// [2] 37 (String)
+  SecondaryOrderID?: string// [3] 198 (String)
+  SecondaryClOrdID?: string// [4] 526 (String)
+  ClOrdID: string// [5] 11 (String)
+  ClOrdLinkID?: string// [6] 583 (String)
+  OrigClOrdID: string// [7] 41 (String)
+  OrdStatus: string// [8] 39 (String)
+  WorkingIndicator?: boolean// [9] 636 (Boolean)
+  OrigOrdModTime?: Date// [10] 586 (UtcTimestamp)
+  ListID?: string// [11] 66 (String)
+  Account?: string// [12] 1 (String)
+  AccountType?: number// [13] 581 (Int)
+  TradeOriginationDate?: string// [14] 229 (String)
+  TransactTime?: Date// [15] 60 (UtcTimestamp)
+  CxlRejResponseTo: string// [16] 434 (String)
+  CxlRejReason?: number// [17] 102 (Int)
+  Text?: string// [18] 58 (String)
+  EncodedTextLen?: number// [19] 354 (Length)
+  EncodedText?: Buffer// [20] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [21] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,86 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IOrderCancelReplaceRequestNoAllocs } from './set/order_cancel_replace_request_no_allocs'
+import { IOrderCancelReplaceRequestNoTradingSessions } from './set/order_cancel_replace_request_no_trading_sessions'
+import { IInstrument } from './set/instrument'
+import { IOrderQtyData } from './set/order_qty_data'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IYieldData } from './set/yield_data'
+import { ICommissionData } from './set/commission_data'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IOrderCancelReplaceRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  OrderID?: string// [2] 37 (String)
+  Parties?: IParties// [3] NoPartyIDs.453, PartyID.448 .. PartySubID.523
+  TradeOriginationDate?: string// [4] 229 (String)
+  OrigClOrdID: string// [5] 41 (String)
+  ClOrdID: string// [6] 11 (String)
+  SecondaryClOrdID?: string// [7] 526 (String)
+  ClOrdLinkID?: string// [8] 583 (String)
+  ListID?: string// [9] 66 (String)
+  OrigOrdModTime?: Date// [10] 586 (UtcTimestamp)
+  Account?: string// [11] 1 (String)
+  AccountType?: number// [12] 581 (Int)
+  DayBookingInst?: string// [13] 589 (String)
+  BookingUnit?: string// [14] 590 (String)
+  PreallocMethod?: string// [15] 591 (String)
+  NoAllocs?: IOrderCancelReplaceRequestNoAllocs[]// [16] AllocAccount.79, IndividualAllocID.467 .. AllocQty.80
+  SettlmntTyp?: string// [17] 63 (String)
+  FutSettDate?: Date// [18] 64 (LocalDate)
+  CashMargin?: string// [19] 544 (String)
+  ClearingFeeIndicator?: string// [20] 635 (String)
+  HandlInst: string// [21] 21 (String)
+  ExecInst?: string// [22] 18 (String)
+  MinQty?: number// [23] 110 (Float)
+  MaxFloor?: number// [24] 111 (Float)
+  ExDestination?: string// [25] 100 (String)
+  NoTradingSessions?: IOrderCancelReplaceRequestNoTradingSessions[]// [26] TradingSessionID.336, TradingSessionSubID.625
+  Instrument?: IInstrument// [27] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  Side: string// [28] 54 (String)
+  TransactTime: Date// [29] 60 (UtcTimestamp)
+  QuantityType?: number// [30] 465 (Int)
+  OrderQtyData?: IOrderQtyData// [31] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  OrdType: string// [32] 40 (String)
+  PriceType?: number// [33] 423 (Int)
+  Price?: number// [34] 44 (Float)
+  StopPx?: number// [35] 99 (Float)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [36] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkCurvePoint.222
+  YieldData?: IYieldData// [37] YieldType.235, Yield.236
+  PegDifference?: number// [38] 211 (Float)
+  DiscretionInst?: string// [39] 388 (String)
+  DiscretionOffset?: number// [40] 389 (Float)
+  ComplianceID?: string// [41] 376 (String)
+  SolicitedFlag?: boolean// [42] 377 (Boolean)
+  Currency?: string// [43] 15 (String)
+  TimeInForce?: string// [44] 59 (String)
+  EffectiveTime?: Date// [45] 168 (UtcTimestamp)
+  ExpireDate?: Date// [46] 432 (LocalDate)
+  ExpireTime?: Date// [47] 126 (UtcTimestamp)
+  GTBookingInst?: number// [48] 427 (Int)
+  CommissionData?: ICommissionData// [49] Commission.12, CommType.13 .. FundRenewWaiv.497
+  OrderCapacity?: string// [50] 528 (String)
+  OrderRestrictions?: string// [51] 529 (String)
+  CustOrderCapacity?: number// [52] 582 (Int)
+  Rule80A?: string// [53] 47 (String)
+  ForexReq?: boolean// [54] 121 (Boolean)
+  SettlCurrency?: string// [55] 120 (String)
+  Text?: string// [56] 58 (String)
+  EncodedTextLen?: number// [57] 354 (Length)
+  EncodedText?: Buffer// [58] 355 (RawData)
+  FutSettDate2?: Date// [59] 193 (LocalDate)
+  OrderQty2?: number// [60] 192 (Float)
+  Price2?: number// [61] 640 (Float)
+  PositionEffect?: string// [62] 77 (String)
+  CoveredOrUncovered?: number// [63] 203 (Int)
+  MaxShow?: number// [64] 210 (Float)
+  LocateReqd?: boolean// [65] 114 (Boolean)
+  CancellationRights?: string// [66] 480 (String)
+  MoneyLaunderingStatus?: string// [67] 481 (String)
+  RegistID?: string// [68] 513 (String)
+  Designation?: string// [69] 494 (String)
+  AccruedInterestRate?: number// [70] 158 (Float)
+  AccruedInterestAmt?: number// [71] 159 (Float)
+  NetMoney?: number// [72] 118 (Float)
+  StandardTrailer: IStandardTrailer// [73] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,28 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IInstrument } from './set/instrument'
+import { IOrderQtyData } from './set/order_qty_data'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IOrderCancelRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  OrigClOrdID: string// [2] 41 (String)
+  OrderID?: string// [3] 37 (String)
+  ClOrdID: string// [4] 11 (String)
+  SecondaryClOrdID?: string// [5] 526 (String)
+  ClOrdLinkID?: string// [6] 583 (String)
+  ListID?: string// [7] 66 (String)
+  OrigOrdModTime?: Date// [8] 586 (UtcTimestamp)
+  Account?: string// [9] 1 (String)
+  AccountType?: number// [10] 581 (Int)
+  Parties?: IParties// [11] NoPartyIDs.453, PartyID.448 .. PartySubID.523
+  Instrument?: IInstrument// [12] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  Side: string// [13] 54 (String)
+  TransactTime: Date// [14] 60 (UtcTimestamp)
+  OrderQtyData?: IOrderQtyData// [15] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  ComplianceID?: string// [16] 376 (String)
+  Text?: string// [17] 58 (String)
+  EncodedTextLen?: number// [18] 354 (Length)
+  EncodedText?: Buffer// [19] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [20] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,28 @@
+import { IStandardHeader } from './set/standard_header'
+import { IOrderMassCancelReportNoAffectedOrders } from './set/order_mass_cancel_report_no_affected_orders'
+import { IInstrument } from './set/instrument'
+import { IUnderlyingInstrument } from './set/underlying_instrument'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IOrderMassCancelReport {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ClOrdID?: string// [2] 11 (String)
+  SecondaryClOrdID?: string// [3] 526 (String)
+  OrderID: string// [4] 37 (String)
+  SecondaryOrderID?: string// [5] 198 (String)
+  MassCancelRequestType: string// [6] 530 (String)
+  MassCancelResponse: string// [7] 531 (String)
+  MassCancelRejectReason?: string// [8] 532 (String)
+  TotalAffectedOrders?: number// [9] 533 (Int)
+  NoAffectedOrders?: IOrderMassCancelReportNoAffectedOrders[]// [10] OrigClOrdID.41, AffectedOrderID.535, AffectedSecondaryOrderID.536
+  TradingSessionID?: string// [11] 336 (String)
+  TradingSessionSubID?: string// [12] 625 (String)
+  Instrument?: IInstrument// [13] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  UnderlyingInstrument?: IUnderlyingInstrument// [14] UnderlyingSymbol.311, UnderlyingSymbolSfx.312 .. EncodedUnderlyingSecurityDesc.365
+  Side?: string// [15] 54 (String)
+  TransactTime?: Date// [16] 60 (UtcTimestamp)
+  Text?: string// [17] 58 (String)
+  EncodedTextLen?: number// [18] 354 (Length)
+  EncodedText?: Buffer// [19] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [20] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,21 @@
+import { IStandardHeader } from './set/standard_header'
+import { IInstrument } from './set/instrument'
+import { IUnderlyingInstrument } from './set/underlying_instrument'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IOrderMassCancelRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ClOrdID: string// [2] 11 (String)
+  SecondaryClOrdID?: string// [3] 526 (String)
+  MassCancelRequestType: string// [4] 530 (String)
+  TradingSessionID?: string// [5] 336 (String)
+  TradingSessionSubID?: string// [6] 625 (String)
+  Instrument?: IInstrument// [7] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  UnderlyingInstrument?: IUnderlyingInstrument// [8] UnderlyingSymbol.311, UnderlyingSymbolSfx.312 .. EncodedUnderlyingSecurityDesc.365
+  Side?: string// [9] 54 (String)
+  TransactTime: Date// [10] 60 (UtcTimestamp)
+  Text?: string// [11] 58 (String)
+  EncodedTextLen?: number// [12] 354 (Length)
+  EncodedText?: Buffer// [13] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [14] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,19 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IInstrument } from './set/instrument'
+import { IUnderlyingInstrument } from './set/underlying_instrument'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IOrderMassStatusRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  MassStatusReqID: string// [2] 584 (String)
+  MassStatusReqType: number// [3] 585 (Int)
+  Parties?: IParties// [4] NoPartyIDs.453, PartyID.448 .. PartySubID.523
+  Account?: string// [5] 1 (String)
+  TradingSessionID?: string// [6] 336 (String)
+  TradingSessionSubID?: string// [7] 625 (String)
+  Instrument?: IInstrument// [8] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  UnderlyingInstrument?: IUnderlyingInstrument// [9] UnderlyingSymbol.311, UnderlyingSymbolSfx.312 .. EncodedUnderlyingSecurityDesc.365
+  Side?: string// [10] 54 (String)
+  StandardTrailer: IStandardTrailer// [11] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,17 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IInstrument } from './set/instrument'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IOrderStatusRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  OrderID?: string// [2] 37 (String)
+  ClOrdID: string// [3] 11 (String)
+  SecondaryClOrdID?: string// [4] 526 (String)
+  ClOrdLinkID?: string// [5] 583 (String)
+  Parties?: IParties// [6] NoPartyIDs.453, PartyID.448 .. PartySubID.523
+  Account?: string// [7] 1 (String)
+  Instrument?: IInstrument// [8] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  Side: string// [9] 54 (String)
+  StandardTrailer: IStandardTrailer// [10] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,55 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IInstrument } from './set/instrument'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IQuote {
+  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)
+  TradingSessionID?: string// [9] 336 (String)
+  TradingSessionSubID?: string// [10] 625 (String)
+  Instrument?: IInstrument// [11] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  BidPx?: number// [12] 132 (Float)
+  OfferPx?: number// [13] 133 (Float)
+  MktBidPx?: number// [14] 645 (Float)
+  MktOfferPx?: number// [15] 646 (Float)
+  MinBidSize?: number// [16] 647 (Float)
+  BidSize?: number// [17] 134 (Float)
+  MinOfferSize?: number// [18] 648 (Float)
+  OfferSize?: number// [19] 135 (Float)
+  ValidUntilTime?: Date// [20] 62 (UtcTimestamp)
+  BidSpotRate?: number// [21] 188 (Float)
+  OfferSpotRate?: number// [22] 190 (Float)
+  BidForwardPoints?: number// [23] 189 (Float)
+  OfferForwardPoints?: number// [24] 191 (Float)
+  MidPx?: number// [25] 631 (Float)
+  BidYield?: number// [26] 632 (Float)
+  MidYield?: number// [27] 633 (Float)
+  OfferYield?: number// [28] 634 (Float)
+  TransactTime?: Date// [29] 60 (UtcTimestamp)
+  SettlmntTyp?: string// [30] 63 (String)
+  FutSettDate?: Date// [31] 64 (LocalDate)
+  OrdType?: string// [32] 40 (String)
+  FutSettDate2?: Date// [33] 193 (LocalDate)
+  OrderQty2?: number// [34] 192 (Float)
+  BidForwardPoints2?: number// [35] 642 (Float)
+  OfferForwardPoints2?: number// [36] 643 (Float)
+  Currency?: string// [37] 15 (String)
+  SettlCurrBidFxRate?: number// [38] 656 (Float)
+  SettlCurrOfferFxRate?: number// [39] 657 (Float)
+  SettlCurrFxRateCalc?: string// [40] 156 (String)
+  Commission?: number// [41] 12 (Float)
+  CommType?: string// [42] 13 (String)
+  CustOrderCapacity?: number// [43] 582 (Int)
+  ExDestination?: string// [44] 100 (String)
+  Text?: string// [45] 58 (String)
+  EncodedTextLen?: number// [46] 354 (Length)
+  EncodedText?: Buffer// [47] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [48] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,19 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IQuoteCancelNoQuoteEntries } from './set/quote_cancel_no_quote_entries'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IQuoteCancel {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  QuoteReqID?: string// [2] 131 (String)
+  QuoteID: string// [3] 117 (String)
+  QuoteCancelType: number// [4] 298 (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)
+  TradingSessionID?: string// [9] 336 (String)
+  TradingSessionSubID?: string// [10] 625 (String)
+  NoQuoteEntries?: IQuoteCancelNoQuoteEntries[]// [11] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  StandardTrailer: IStandardTrailer// [12] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,14 @@
+import { IStandardHeader } from './set/standard_header'
+import { IQuoteRequestNoRelatedSym } from './set/quote_request_no_related_sym'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IQuoteRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  QuoteReqID: string// [2] 131 (String)
+  RFQReqID?: string// [3] 644 (String)
+  NoRelatedSym: IQuoteRequestNoRelatedSym[]// [4] Symbol.55, SymbolSfx.65 .. Yield.236
+  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/quote_request_reject.ts

@@ -0,0 +1,15 @@
+import { IStandardHeader } from './set/standard_header'
+import { IQuoteRequestRejectNoRelatedSym } from './set/quote_request_reject_no_related_sym'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IQuoteRequestReject {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  QuoteReqID: string// [2] 131 (String)
+  RFQReqID?: string// [3] 644 (String)
+  QuoteRequestRejectReason: number// [4] 658 (Int)
+  NoRelatedSym: IQuoteRequestRejectNoRelatedSym[]// [5] Symbol.55, SymbolSfx.65 .. Yield.236
+  Text?: string// [6] 58 (String)
+  EncodedTextLen?: number// [7] 354 (Length)
+  EncodedText?: Buffer// [8] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [9] SignatureLength.93, Signature.89, CheckSum.10
+}